Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/14697680903369526
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+W2058358209
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@@ Property / cites work @@
+Optimal consumption-portfolio choices and retirement planning
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+A preference change and discretionary stopping in a consumption and portfolio selection problem
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@@ Property / cites work @@
+DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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+OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Hedging in incomplete markets with HARA utility
@@ Property / cites work: Hedging in incomplete markets with HARA utility / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Labor income, borrowing constraints, and equilibrium asset prices
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@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Utility Maximization with Discretionary Stopping
@@ Property / cites work: Utility Maximization with Discretionary Stopping / rank @@
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@@ Property / cites work @@
+Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
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+Optimum consumption and portfolio rules in a continuous-time model
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+Portfolio optimization under the Value-at-Risk constraint
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+Optimal consumption and portfolio selection problem with downside consumption constraints
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+Publication:4911231