Lifetime consumption and investment: retirement and constrained borrowing
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Publication:972864
DOI10.1016/j.jet.2009.08.003zbMath1245.91044OpenAlexW3125470767MaRDI QIDQ972864
Publication date: 21 May 2010
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2009.08.003
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Cites Work
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
- Labor income, borrowing constraints, and equilibrium asset prices
- Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
- MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
- Utility Maximization with Discretionary Stopping
- A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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