3 citations · 11 across the 19 of their papers we have counts for
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Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation
Zdzisław Brzeźniak, Benedetta Ferrario, Margherita Zanella
We consider a stochastic nonlinear defocusing Schrödinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplic…
Robust portfolio choice with sticky wages
Sara Biagini, Fausto Gozzi, Margherita Zanella
We present a robust version of the life-cycle optimal portfolio choice problem in the presence of labor income, as introduced in Biffis, Gozzi and Prosdocimi ("Optimal portfolio ch…
Wage Rigidity and Retirement in Optimal Portfolio Choice
Sara Biagini, Enrico Biffis, Fausto Gozzi +1
We study an agent's lifecycle portfolio choice problem with stochastic labor income, borrowing constraints and a finite retirement date. Similarly to arXiv:2002.00201, wages evolve…