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math.OC2020
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
Boualem Djehiche, Fausto Gozzi, Giovanni Zanco +1
We consider the life-cycle optimal portfolio choice problem faced by an agent receiving labor income and allocating her wealth to risky assets and a riskless bond subject to a borr…
econ.TH2020
Verification Results for Age-Structured Models of Economic-Epidemics Dynamics
Giorgio Fabbri, Fausto Gozzi, Giovanni Zanco
In this paper we propose a macro-dynamic age-structured set-up for the analysis of epidemics/economic dynamics in continuous time. The resulting optimal control problem is reformul…