Dynamic Asset Allocation with Stochastic Income and Interest Rates

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Financial Economics
Vol/bind	96
Udgave nummer	3
Sider (fra-til)	433-462
Antal sider	30
ISSN	0304-405X
DOI	https://doi.org/10.1016/j.jfineco.2010.01.004
Status	Udgivet - 2010

Adgang til dokumentet

@article{0dd39e5d0bce44f79615164be0c1e666,

title = "Dynamic Asset Allocation with Stochastic Income and Interest Rates",

author = "Claus Munk and Carsten S{\o}rensen",

year = "2010",

doi = "10.1016/j.jfineco.2010.01.004",

language = "English",

volume = "96",

pages = "433--462 ",

journal = "Journal of Financial Economics",

issn = "0304-405X",

publisher = "Elsevier",

number = "3",

}