Consumption and portfolio selection with labor income: A discrete-time approach

DOI10.1007/s001860050096zbMath0959.91027OpenAlexW2040510215MaRDI QIDQ1809497

Hyeng Keun Koo

Publication date: 2 May 2001

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860050096

zbMATH Keywords

nonlinear optimizationconsumptionportfolio selectionuninsurable riskliquidity constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30) Economic growth models (91B62) Portfolio theory (91G10)

Related Items (3)

Taylor series approximations to expected utility and optimal portfolio choice ⋮ Retirement saving with contribution payments and labor income as a benchmark for investments ⋮ Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales

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