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"Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite ..."

Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi (2020)

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DOI: 10.1137/19M1259687

access: closed

type: Journal Article

metadata version: 2024-05-07

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Enrico Biffis, Fausto Gozzi, Cecilia Prosdocimi:
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case. SIAM J. Control. Optim. 58(4): 1906-1938 (2020)

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