Optimal investment and consumption choice with stochastic income and time-varying risk aversion

LI Zhongfei, CHEN Zheng

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (7) : 1665-1678.

PDF(1010 KB)
中国科学院数学与系统科学研究院期刊网
PDF(1010 KB)
Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (7) : 1665-1678. DOI: 10.12011/1000-6788(2017)07-1665-14

Optimal investment and consumption choice with stochastic income and time-varying risk aversion

  • LI Zhongfei1, CHEN Zheng2
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(7): 1665-1678 https://doi.org/10.12011/1000-6788(2017)07-1665-14

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1010 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉