Climbing the income ladder: Search and investment in a regime-switching affine income model-Reference-Cited by-同舟云学术

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Climbing the income ladder: Search and investment in a regime-switching affine income model

Published:2023-12 Issue: Volume:58 Page:104330
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Serrano Rafael^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference16 articles.

1. Portfolio optimization for a large investor controlling market sentiment under partial information;Altay;SIAM J. Financial Math.,2019

2. Optimal consumption and investment for a large investor: An intensity-based control framework;Busch;Math. Finance,2013

3. Option pricing for pure jump processes with Markov switching compensators;Elliott;Finance Stoch.,2006

4. Controlled Markov Processes and Viscosity Solutions, Vol. 25;Fleming,2006

5. The dynamics of inequality;Gabaix;Econometrica,2016

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