Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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Publication:4213032
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- Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function
- Work effort, consumption, and portfolio selection: When the occupational choice matters
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- Analytic approach for models of optimal retirement with disability risk
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
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