| 1 |
J. C. Cox and C. F. Huang, Optimal Consumption and Portfolio Polices When Asset Prices Follow a Diffussion Process, J. Econ. Theory 49 (1989) 33-83.
DOI
|
| 2 |
J. Detemple and A. Serrat, Dynamic Equilibrium with Liquidity Constraints, Rev. Finan. Stud. 16 (2003), 597-629.
DOI
|
| 3 |
D. Duffie, W. Fleming, H. Soner, and T. Zariphopoulou, Hedging in Incomplet Market with HARA Utility, J. Econ. Dynm. Control 21 (1997), 753-782.
DOI
|
| 4 |
P. H. Dybvig and H. Liu, Lifetime consumption and investment: Retirement and constrained borrowing, J. Econ. Theory 145 (2010), 885-907.
DOI
|
| 5 |
E. Farhi and S. Panageas, Saving and investing for early retirement: A theoretical analysis, J. Finan. Econ. 83 (2007), 87-121.
DOI
|
| 6 |
H. He and H. F. Pages, Labor Income, Borrowing Constraints, and Equilibrium Asset Prices: A Duality Approach, Econ. Theory 3 (1993), 663-696.
DOI
|
| 7 |
I. Karatzas, J. P. Lehoczky, E. P. Sethi, and S. E. Shreve, Explicit Solution of a General Consumption/Investment Problem, Math. Operations Res. 11 (1986), 613-636.
|
| 8 |
I. Karatzas, J. P. Lehoczky, S. E. Shreve, and G. L. Xu, Martingale and Duality Methods for Utility Maximization in an Incomplete Market, SIAM J. Control Optim. 29 (1991), 702-730.
DOI
|
| 9 |
N. E. E. Karoui and M. Jeanblanc-Pique, Optimization of Consumption With Labor Income, Financ. Stochastics 2 (1998), 409-440.
DOI
|
| 10 |
H. Koo, Consumption and Portpolio Selection with Labor Income: A Continuous time Approach, Math. Financ. 8 (1998), 49-65.
DOI
|
| 11 |
R. C. Merton, Optimum Consumption and Portfolio Rules in a Continuous-Time Model, J. Econ. Theory 3 (1971), 373-413.
DOI
|
| 12 |
C. Munk, Optimal consumption-investment policies with un-diversifiable income risk and liquidity constraints, J. Econ. Dynamic. Cont. 24 (2000), 1315-1343.
DOI
|
| 13 |
C. Munk and C. Sorensen, Dynamic asset allocation with stochastic income and interest rates, J. Financ. Econ. 96 (2010), 433-462.
DOI
|
webmaster
