A closed-form solution for the continuous-time consumption model with endogenous labor income
- Aihua Zhang
DOIAbstract
Labor supply decisions, Portfolio optimization with wage income, Euler equation, Martingale method, C61, C73, G1, J22,
Labor supply decisions, Portfolio optimization with wage income, Euler equation, Martingale method, C61, C73, G1, J22,
We consider some portfolio optimisation problems where either the investor has a desire for an a pri...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(122) / BLDSC - British Libra...
We analyse optimal saving of risk-averse households when labour income stochastically jumps between ...
A closed-form solution for the continuous-time consumption model with endogenous labor income In thi...
The continuous-time intertemporal consumption-portfolio maximization problem was pioneered by Merton...
We find a closed form solution that maximises the expected utility of an agent’s inter-temporal cons...
We recast the Aiyagari-Bewley-Huggett model of income and wealth distribution in continuous time. Th...
This article develops a simple approach to solving continuous-time portfolio choice problems. Portfo...
This paper presents a dynamic model of the joint labor/leisure and consumption/saving decision over ...
Abstract We recast the Aiyagari-Bewley-Huggett model of income and wealth distribution in continuous...
The goal of this dissertation is to test the hypothesis that economic agents jointly choose current ...
Working papers ; 07.11.232 A paraître dans : Economic TheoryThis paper studies the existence of solu...
The technical treatment of these tools will enable the student to handle current journal literature,...
With the help of the method of Lagrange multipliers and KKT theory, we investigate the structure and...
Decision problems about consumption and insurance are modelled in a continuous time mul-tistate Mark...
We consider some portfolio optimisation problems where either the investor has a desire for an a pri...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(122) / BLDSC - British Libra...
We analyse optimal saving of risk-averse households when labour income stochastically jumps between ...
A closed-form solution for the continuous-time consumption model with endogenous labor income In thi...
The continuous-time intertemporal consumption-portfolio maximization problem was pioneered by Merton...
We find a closed form solution that maximises the expected utility of an agent’s inter-temporal cons...
We recast the Aiyagari-Bewley-Huggett model of income and wealth distribution in continuous time. Th...
This article develops a simple approach to solving continuous-time portfolio choice problems. Portfo...
This paper presents a dynamic model of the joint labor/leisure and consumption/saving decision over ...
Abstract We recast the Aiyagari-Bewley-Huggett model of income and wealth distribution in continuous...
The goal of this dissertation is to test the hypothesis that economic agents jointly choose current ...
Working papers ; 07.11.232 A paraître dans : Economic TheoryThis paper studies the existence of solu...
The technical treatment of these tools will enable the student to handle current journal literature,...
With the help of the method of Lagrange multipliers and KKT theory, we investigate the structure and...
Decision problems about consumption and insurance are modelled in a continuous time mul-tistate Mark...
We consider some portfolio optimisation problems where either the investor has a desire for an a pri...
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.532(122) / BLDSC - British Libra...
We analyse optimal saving of risk-averse households when labour income stochastically jumps between ...
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