Dynamic asset allocation with consumption ratcheting post retirement (Q2657292): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3678248 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection with consumption ratcheting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ratcheting with a bliss level of consumption / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal retirement and portfolio selection with consumption ratcheting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Utility Maximization with Discretionary Stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-horizon optimal consumption and investment problem with a preference change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3378055 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption choice with intolerance for declining standard of living / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ratchet consumption over finite and infinite planning horizons / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption and Portfolio Selection with Early Retirement Option / rank
 
Normal rank

Latest revision as of 18:09, 24 July 2024

scientific article
Language Label Description Also known as
English
Dynamic asset allocation with consumption ratcheting post retirement
scientific article

    Statements

    Dynamic asset allocation with consumption ratcheting post retirement (English)
    0 references
    0 references
    0 references
    12 March 2021
    0 references
    consumption ratcheting
    0 references
    optimal consumption/investment
    0 references
    optimal retirement
    0 references
    optimal stopping problem
    0 references
    variational inequality
    0 references

    Identifiers