학술논문
CONSUMPTION-LEISURE CHOICE WITH STOCHASTIC INCOME FLOW
이용수 4
- 영문명
- 발행기관
- 충청수학회
- 저자명
- Ho-Seok Lee Byung Hwa Lim
- 간행물 정보
- 『Journal of the Chungcheong Mathematical Society』Volume 33, No. 1, 103~112쪽, 전체 10쪽
- 주제분류
- 자연과학 > 자연과학일반
- 파일형태
- 발행일자
- 2020.02.28
4,000원
구매일시로부터 72시간 이내에 다운로드 가능합니다.
이 학술논문 정보는 (주)교보문고와 각 발행기관 사이에 저작물 이용 계약이 체결된 것으로, 교보문고를 통해 제공되고 있습니다.
국문 초록
영문 초록
This paper investigates the portfolio selection problem with flexible labor choice and stochastic income flow where the unit wage flow is governed by a stochastic process. The agent optimally chooses consumption, investment, and labor supply. We derive the closed-form solution by applying a martingale method even with the stochastic income flow.
목차
1. Introduction
2. Basic Model
3. Problem
4. Solution
5. Optimal Controls
6. Conclusion
References
해당간행물 수록 논문
- A NOTE ON WEAK EXPANSIVE HOMEOMORPHISMS ON A COMPACT METRIC SPACE
- CONSUMPTION-LEISURE CHOICE WITH STOCHASTIC INCOME FLOW
- THE CHAIN RECURRENT SET ON COMPACT TVS-CONE METRIC SPACES
- FREE ACTIONS OF FINITE GROUPS ON 3-DIMENSIONAL NILMANIFOLDS WITH HOMOTOPICALLY TRIVIAL TRANSLATIONS
- WEIGHT ENUMERATORS OF TWO CLASSES OF LINEAR CODES
- HARMONIC FINSLER METRICS ON SPHERES
- A NOTE ON COMPLETE MOMENT CONVERGENCE FOR m-PNQD RANDOM VARIABLES
- BARRIER OPTIONS UNDER THE MFBM WITH JUMPS : APPLICATION OF THE BDF2 METHOD
- STABILITY OF A QUADRATIC-CUBIC-QUARTIC FUNCTIONAL EQUATION
- THE INTEGRATION BY PARTS FOR THE AP-HENSTOCK INTEGRAL
- DYNAMICAL PROPERTIES ON ITERATED FUNCTION SYSTEMS
- MINIMIZATION OF THE DENSE SUBSET
- A FIXED POINT APPROACH TO THE STABILITY OF AN ADDITIVE-QUADRATIC-QUARTIC FUNCTIONAL EQUATION
- HYPERSTABILITY OF A SUM FORM FUNCTIONAL EQUATION RELATED DISTANCE MEASURES
- THE m-STEP COMPETITION GRAPHS OF d-PARTIAL ORDERS
- BOUNDEDNESS OF THE SPECTRA OF BASE FUNCTIONS FOR NEW SPACES
- EXISTENCE OF POSITIVE SOLUTIONS OF PREDATOR-PREY SYSTEMS WITH DEGENERATE DIFFUSION RATES
참고문헌
관련논문
자연과학 > 자연과학일반분야 NEW
- Factors Affecting the Willingness to Pay for Environmental Improvements during the COVID-19 Pandemic in Taean-gun, Chungcheongnam-do
- Evaluating the Particulate Matter and Carbon Dioxide Reduction of Four Broad-leaved Evergreen Plants
- A Scoping Review of Research Trends in Forest Therapy Programs by Subject Types: Focused on KCD-8
최근 이용한 논문
교보eBook 첫 방문을 환영 합니다!
신규가입 혜택 지급이 완료 되었습니다.
바로 사용 가능한 교보e캐시 1,000원 (유효기간 7일)
지금 바로 교보eBook의 다양한 콘텐츠를 이용해 보세요!