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.

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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

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{{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

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