Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029): Difference between revisions

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Latest revision as of 08:51, 30 July 2024

scientific article; zbMATH DE number 7269416
Language Label Description Also known as
English
Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case
scientific article; zbMATH DE number 7269416

    Statements

    Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (English)
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    3 November 2020
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    stochastic functional (delay) differential equations
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    optimal control problems in infinite dimension in state constraints
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    second order Hamilton-Jacobi-Bellman equations in infinite dimension
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    verification theorems and optimal feedback controls
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    life-cycle optimal portfolio with labor income
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    wages with path dependent dynamics (sticky)
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