Pages that link to "Item:Q1341465"

The following pages link to Labor income, borrowing constraints, and equilibrium asset prices (Q1341465):

Displaying 39 items.

• Optimal investment, stochastic labor income and retirement (Q426617) (← links)
• A duality approach to continuous-time contracting problems with limited commitment (Q900606) (← links)
• Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
• A geometric approach to multiperiod mean variance optimization of assets and liabilities (Q951516) (← links)
• Lifetime consumption and investment: retirement and constrained borrowing (Q972864) (← links)
• Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
• Optimal consumption choices for a `large' investor (Q1128528) (← links)
• Duality and liquidity constraints under uncertainty (Q1350480) (← links)
• Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
• Hedging in incomplete markets with HARA utility (Q1391763) (← links)
• Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
• A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
• Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
• An incentive problem in the dynamic theory of banking. (Q1867772) (← links)
• Stochastic optimization under constraints. (Q1888753) (← links)
• Viable prices in financial markets with solvency constraints (Q1890932) (← links)
• Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
• Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
• Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
• Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
• Optimal finite horizon contract with limited commitment (Q2120602) (← links)
• On Hermite-Hadamard type inequalities for \(n \)-polynomial convex stochastic processes (Q2133355) (← links)
• Optimal long-term contracts with disability insurance under limited commitment (Q2138619) (← links)
• Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
• Optimal consumption with time-inconsistent preferences (Q2206007) (← links)
• Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
• Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
• Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
• Borrowing constraints, effective flexibility in labor supply, and portfolio selection (Q2422167) (← links)
• Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
• Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
• Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
• Optimal job switching and retirement decision (Q2700416) (← links)
• (Q5239777) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
• Health insurance, portfolio choice, and retirement incentives (Q6109841) (← links)
• Optimal consumption and investment with welfare constraints (Q6130334) (← links)
• Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework (Q6192353) (← links)