Optimal Consumption and Portfolio Choice with No-Borrowing Constraint in the Kim-Omberg Model: The Complete Market Case

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Ferrari, Giorgio, Schütz, Tim Niclas
Format: Preprint
Published: 2026
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!