Optimal Consumption and Investment with Labor Income and European/American Capital Guarantee
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Cited by:
- Wei-Ting Pan, 2016. "The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 32, July-Dece.
- Bahman Peyravi & Artūras Jakubavičius, 2022. "Drivers in the Eco-Innovation Road to the Circular Economy: Organiational Capabilities and Exploitative Strategies," Sustainability, MDPI, vol. 14(17), pages 1-18, August.
- Wei-Ting Pan, 2016. "The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2016, January-A.
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Keywords
stochastic control; martingale method; option-based portfolio insurance; American put option; human capital; borrowing constraint; CRRA utility;All these keywords.
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