Optimal investment, stochastic labor income and retirement (Q426617): Difference between revisions

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-Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
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+Emilio Basrucci
@@ Property / author: Emilio Basrucci / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+DistMesh
@@ Property / describes a project that uses: DistMesh / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2011.11.052
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@@ Property / OpenAlex ID @@
+W2033175013
@@ Property / OpenAlex ID: W2033175013 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
+Normal rank
@@ Property / cites work @@
+Minimizing the probability of lifetime ruin under borrowing constraints
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@@ Property / cites work @@
+Optimal consumption-portfolio choices and retirement planning
+Normal rank
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+Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
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@@ Property / cites work @@
+DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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@@ Property / cites work @@
+OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
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@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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@@ Property / cites work @@
+A variational problem arising in financial economics
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+Q3338613
@@ Property / cites work: Q3338613 / rank @@
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@@ Property / cites work @@
+Hedging in incomplete markets with HARA utility
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@@ Property / cites work @@
+Lifetime consumption and investment: retirement and constrained borrowing
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@@ Property / cites work @@
+Labor income, borrowing constraints, and equilibrium asset prices
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+Explicit solutions to an optimal portfolio choice problem with stochastic income
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Q4368791
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+Utility Maximization with Discretionary Stopping
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+The equity risk premium and the riskfree rate in an economy with borrowing constraints
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+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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+Optimum consumption and portfolio rules in a continuous-time model
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+Solving Free-boundary Problems with Applications in Finance
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+A Simple Mesh Generator in MATLAB
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+Continuous-time stochastic control and optimization with financial applications
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Optimal consumption and portfolio selection problem with downside consumption constraints
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+Optimal consumption and portfolio choice with borrowing constraints
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@@ Property / cites work @@
+A closed-form solution for the continuous-time consumption model with endogenous labor income
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@@ links / mardi / name / links / mardi / name @@
+Publication:426617