Dynamic Asset Allocation with Stochastic Income and Interest Rates

Research output: Contribution to journal › Journal article › Research › peer-review

Original language	English
Journal	Journal of Financial Economics
Volume	96
Issue number	3
Pages (from-to)	433-462
Number of pages	30
ISSN	0304-405X
DOIs	https://doi.org/10.1016/j.jfineco.2010.01.004
Publication status	Published - 2010

Access to Document

@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",

}