"Optimal asset allocation with heterogeneous discounting and stochastic ..."

Danping Li, Yongzeng Lai, Lin Li (2020)

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DOI: 10.1080/01605682.2019.1650618

access: closed

type: Journal Article

metadata version: 2020-12-02

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Danping Li, Yongzeng Lai, Lin Li:
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model. J. Oper. Res. Soc. 71(12): 2013-2026 (2020)

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