Own-company stockholding and work effort preferences of an unconstrained executive
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Publication:607672
DOI10.1007/S00186-010-0322-5zbMath1202.93170OpenAlexW2132935961MaRDI QIDQ607672
Sascha Desmettre, Alexander Szimayer, John Gould
Publication date: 3 December 2010
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11937/30229
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Portfolio theory (91G10)
Related Items (2)
Optimal investment for executive stockholders with exponential utility ⋮ Work effort, consumption, and portfolio selection: When the occupational choice matters
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