Work effort, consumption, and portfolio selection: When the occupational choice matters

DOI10.1007/S00186-011-0358-1zbMath1232.93096OpenAlexW2094124083MaRDI QIDQ639363

Alexander Szimayer, Sascha Desmettre

Publication date: 20 September 2011

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

Full work available at URL: http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:hbz:386-kluedo-16536

zbMATH Keywords

consumptionportfolio choiceoccupational choicework effort

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Portfolio theory (91G10)

Cites Work

• Own-company stockholding and work effort preferences of an unconstrained executive
• Unnamed Item

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