| . |
Zhang, Aihua's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
795 |
Total
Citations
3 |
|
|
|
|
|
1.
|
|
|
Zhang, Aihua University of Munich (LMU)
|
| Posted: |
|
15 Jan 08
|
|
Last Revised:
|
|
14 Apr 08
|
|
332
(42,831)
|
1
|
|
| |
|
| |
Pension fund, inflation, optimal portfolio, Martingale method
|
|
|
2.
|
|
|
Zhang, Aihua University of Munich (LMU) Korn, Ralf University of Kaiserslautern - Department of Mathematics Ewald, Christian-Oliver University of Glasgow
|
|
303
(47,643)
|
1
|
|
| |
|
| |
Pension mathematics, inflation, long-term investment
|
|
|
3.
|
|
|
Zhang, Aihua University of Munich (LMU)
|
| Posted: |
|
14 Jan 08
|
|
Last Revised:
|
|
22 Jul 08
|
|
79
(157,684)
|
1
|
|
| |
|
| |
Index bond, real wealth, optimization and portfolio choices
|
|
|
4.
|
|
|
Ewald, Christian-Oliver University of Glasgow Zhang, Aihua University of Munich (LMU) Nolan, Charles University of St. Andrews
|
| Posted: |
|
05 Apr 12
|
|
Last Revised:
|
|
07 Oct 12
|
|
43
(213,897)
|
|
|
| |
|
| |
overlapping generations, perpetual youth model, continuous time stochastic macro models
|
|
|
5.
|
|
|
Zhang, Aihua University of Munich (LMU) Ewald, Christian-Oliver University of Glasgow Nolan, Charles University of St. Andrews
|
| Posted: |
|
05 Apr 12
|
|
Last Revised:
|
|
07 Oct 12
|
|
38
(224,226)
|
|
|
| |
|
| |
Lifetime consumption and investment, mortality risk, Martingale method
|
|
|
6.
|
|
|
Ewald, Christian-Oliver University of Glasgow Zhang, Aihua University of Munich (LMU)
|
|
|
|
|
| |
|
| |
Malliavin calculus, Monte Carlo simulation, Stochastic volatility models, Calibration, Gradient methods, Value at risk
|
|
|
7.
|
|
A Closed-Form Solution to the Continuous-Time Consumption Model with Endogenous Labor Income
|
Show Abstract
Hide Abstract |
OPTIMAL CONSUMPTION-PORTFOLIO CHOICES AND RETIREMENT PLANNING, PP. 1115-1148, Bodie, Z., Detemple, J.B., Otruba, S., Walter, S., EDS., J. Econ. Dyn. Control 28, 2004
, LABOR SUPPLY FLESIBILITY AND PORTFOLIO CHOICE IN A LIFE CYCLE MODEL, p. 427, Bodie, Z., Merton, R.C., Samuelson, W.F., eds., J. Econ. Dyn. Control 16
Accepted Paper Series
|
Zhang, Aihua University of Munich (LMU)
|
| Posted: |
|
07 Aug 07
|
|
Last Revised:
|
|
08 Feb 11
|
|
|
|
|
| |
|
| |
Consumption, Labor Supply, Portfolio, Euler equation, Martingale
|
|
Records 1 -
7
of 7 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo7 in 0.140 seconds
|