29 citations · 38 across the 9 of their papers we have counts for
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q-fin.PM2021
Sensitivity of Optimal Retirement Problem to Liquidity Constraints
Guodong Ding, Daniele Marazzina
In this work we analytically solve an optimal retirement problem, in which the agent optimally allocates the risky investment, consumption and leisure rate to maximise a gain funct…
q-fin.PM2021★ 1 cited
Effect of Labour Income on the Optimal Bankruptcy Problem
Guodong Ding, Daniele Marazzina
In this paper we deal with the optimal bankruptcy problem for an agent who can optimally allocate her consumption rate, the amount of capital invested in the risky asset as well as…