Optimal portfolio choice with asset return predictability and nontradable labor income

2014 ◽  
Vol 45 (1) ◽  
pp. 215-249 ◽  
Author(s):  
Hui-Ju Tsai ◽  
Yangru Wu
Keyword(s):  
Portfolio Choice ◽  
Return Predictability ◽  
Optimal Portfolio ◽  
Labor Income ◽  
Asset Return

scholarly journals Optimal Portfolio Choice With Path-Dependent Labor Income: Finite Retirement Time

2021 ◽  
Author(s):  
Enrico Biffis ◽  
Gianluca Cappa ◽  
Fausto Gozzi ◽  
Margherita Zanella
Keyword(s):  
Portfolio Choice ◽  
Optimal Portfolio ◽  
Labor Income ◽  
Path Dependent
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