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

Wed, 01 Jan 2020 00:00:00 +0100

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)