The optimal investment problem with inflation and liquidity risk

Author:

Chen Xinyue,Chen Peimin,He Yong,Wang Xiaoyang

Funder

Natural Science Foundation of Chongqing Municipality

Chongqing Municipal Education Commission

Chongqing Municipal Education Commission Foundation

China Postdoctoral Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference26 articles.

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3. Labor supply flexibility and portfolio choice in a life cycle model;Bodie;J. Econom. Dynam. Control,1992

4. Optimum consumption and portfolio rules in a continuous-time model;C.;Stoch. Optim. Model. Finance,1975

5. Optimal investment, stochastic labor income and retirement;Barucci;Appl. Math. Comput.,2012

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