Dynamic asset allocation with stochastic income and interest rates.

By Claus Munk, Carsten Sørensen. 2010

161 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f126d242b2f16818f182abc59f449cd075a04257

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In Accounting

1. Huayue Zhang
2. Traian A. Pirvu

In Economics and Econometrics

1. Huayue Zhang
2. Traian A. Pirvu
3. Jiongmin Yong

In Finance

1. Huayue Zhang
2. Traian A. Pirvu
3. Jiongmin Yong

Citations in the corpus

• Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution (2012, methodology): “Following Proposition 2 in [9], the solution of the HJB (3.”