Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376): Difference between revisions

@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Portfolio Selection with Transaction Costs
@@ Property / cites work: Portfolio Selection with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+Lifetime consumption and investment: retirement and constrained borrowing
+Normal rank
@@ Property / cites work @@
+Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
+Normal rank
@@ Property / cites work @@
+Labor income, borrowing constraints, and equilibrium asset prices
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption decision of a family with life insurance
+Normal rank
@@ Property / cites work @@
+Optimal Consumption with a Stochastic Income Stream
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio choice with borrowing constraints
+Normal rank