Showing 1 - 1 of 1
This paper applies the methods of Detemple, Garcia, and Rindisbacher (2003, 2005) and derives explicit optimal lifetime consumption-portfolio plans in an economy whose fixed-income sector is characterized by an N-factor Heath-Jarrow-Morton (1992) model that is Markovian in 3N state variables
Persistent link: https://www.econbiz.de/10014061930