A note on optimal investment–consumption–insurance in a Lévy market

Optimum consumption and portfolio rules in a continuous-time model

Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations

Social Sciences, Economics, Finance +16

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

Robert C. Merton · The Review of Economics and Statistics · 1969 · 5.3K citations

Social Sciences, Economics, Finance +17

Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve · SIAM Journal on Control and Optimization · 1987 · 1.2K citations

Social Sciences, Economics, Finance +17

Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model

Scott F. Richard · Journal of Financial Economics · 1975 · 452 citations

Business, Economics, Insurance +17

Optimal life insurance purchase and consumption/investment under uncertain lifetime

Stanley R. Pliska, Jinchun Ye · Journal of Banking & Finance · 2006 · 209 citations

Business, Economics, Insurance +10