Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

Mapping Intimacies ◽

10.3386/w7409 ◽

1999 ◽

Author(s):

Luis Viceira

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio ◽

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Optimal Portfolio Choice with Path Dependent Labor Income: the Infinite Horizon Case

SIAM Journal on Control and Optimization ◽

10.1137/19m1259687 ◽

2020 ◽

Vol 58 (4) ◽

pp. 1906-1938

Author(s):

Enrico Biffis ◽

Fausto Gozzi ◽

Cecilia Prosdocimi

Keyword(s):

Portfolio Choice ◽

Infinite Horizon ◽

Optimal Portfolio ◽

Labor Income ◽

Path Dependent ◽

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Optimal portfolio choice with asset return predictability and nontradable labor income

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-014-0435-7 ◽

2014 ◽

Vol 45 (1) ◽

pp. 215-249 ◽

Author(s):

Hui-Ju Tsai ◽

Yangru Wu

Keyword(s):

Portfolio Choice ◽

Return Predictability ◽

Optimal Portfolio ◽

Labor Income ◽

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Optimal portfolio choice for investors with industry-specific labor income risks

Finance Research Letters ◽

10.1016/j.frl.2014.07.004 ◽

2014 ◽

Vol 11 (4) ◽

pp. 429-436 ◽

Author(s):

Hui-Ju Tsai ◽

Yangru Wu

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio ◽

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Optimal portfolio choice with path dependent benchmarked labor income: A mean field model

Stochastic Processes and their Applications ◽

10.1016/j.spa.2021.11.010 ◽

2021 ◽

Author(s):

Boualem Djehiche ◽

Fausto Gozzi ◽

Giovanni Zanco ◽

Margherita Zanella

Keyword(s):

Portfolio Choice ◽

Field Model ◽

Optimal Portfolio ◽

Labor Income ◽

Mean Field Model ◽

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Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

The Journal of Finance ◽

10.1111/0022-1082.00333 ◽

2001 ◽

Vol 56 (2) ◽

pp. 433-470 ◽

Author(s):

Luis M. Viceira

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio ◽

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Optimal Portfolio Choice with Path Dependent Labor Income: The Infinite Horizon Case

SSRN Electronic Journal ◽

10.2139/ssrn.3381508 ◽

2019 ◽

Author(s):

Enrico Biffis ◽

Fausto Gozzi ◽

Cecilia Prosdocimi

Keyword(s):

Portfolio Choice ◽

Infinite Horizon ◽

Optimal Portfolio ◽

Labor Income ◽

Path Dependent ◽

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Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales

Annals of Operations Research ◽

10.1007/s10479-018-2901-4 ◽

2018 ◽

Vol 281 (1-2) ◽

pp. 397-422 ◽

Author(s):

Mondher Bellalah ◽

Yaosheng Xu ◽

Detao Zhang

Keyword(s):

Incomplete Information ◽

Portfolio Choice ◽

Optimal Portfolio ◽

Labor Income ◽

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Optimal Portfolio Choice With Path-Dependent Labor Income: Finite Retirement Time

SSRN Electronic Journal ◽

10.2139/ssrn.3772244 ◽

2021 ◽

Author(s):

Enrico Biffis ◽

Gianluca Cappa ◽

Fausto Gozzi ◽

Margherita Zanella

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio ◽

Labor Income ◽

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Uncertain Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1542664 ◽

2011 ◽

Author(s):

Thomas Andreas Maurer

Keyword(s):

Life Expectancy ◽

Cross Section ◽

Portfolio Choice ◽

Asset Returns ◽

Optimal Portfolio ◽

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Optimal Portfolio Choice Under Partial Information and Transaction Costs (PhD thesis)

SSRN Electronic Journal ◽

10.2139/ssrn.1664427 ◽

2010 ◽

Author(s):

Huamao Wang

Keyword(s):

Transaction Costs ◽

Portfolio Choice ◽

Partial Information ◽

Optimal Portfolio ◽

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