Browsing by Author "Kablay, Hassan"
Now showing items 1-1 of 1
-
Optimal investment under inflation protection and optimal portfolio With stochastic wage income
Kablay, Hassan (University of Botswana, www.ub.bw, 2017-05)This dissertation considers the optimal portfolio strategies for an investor that obtains stochastic income and gives out stochastic cash outflows under inflation protection. The Investor trades on a complete diffusion ...