Optimal consumption, leisure and job choice under inflationary environment (Q2687681): Difference between revisions

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+Utility Maximization with Discretionary Stopping
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+Normal rank
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+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
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+Optimal investment, consumption, and life insurance in an incomplete market
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+Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion
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+DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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+OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
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+Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
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+Lifetime consumption and investment: retirement and constrained borrowing
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+Optimal investment, consumption and retirement decision with disutility and borrowing constraints
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+Q5260306
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+Normal rank
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+An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+Q5260060
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+Optimal consumption and portfolio under inflation and Markovian switching
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+Q5210033
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+Optimal control of Markovian switching systems with applications to portfolio decisions under inflation
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+Long-term strategic asset allocation with inflation risk and regime switching
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+THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE
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+Q3308219
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+Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity
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+An optimal job, consumption/leisure, and investment policy
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