Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case (Q5130029): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:56, 5 March 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)
0 references
3 November 2020
0 references
stochastic functional (delay) differential equations
0 references
optimal control problems in infinite dimension in state constraints
0 references
second order Hamilton-Jacobi-Bellman equations in infinite dimension
0 references
verification theorems and optimal feedback controls
0 references
life-cycle optimal portfolio with labor income
0 references
wages with path dependent dynamics (sticky)
0 references
