Publication | Date of Publication | Type |
---|
Portfolio selection and job switching with CARA utility | 2023-06-20 | Paper |
The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement | 2023-06-02 | Paper |
Optimal consumption and portfolio selection with lower and upper bounds on consumption | 2022-03-16 | Paper |
Optimal consumption/investment and retirement with necessities and luxuries | 2022-01-18 | Paper |
Effects of a government subsidy and labor flexibility on portfolio selection and retirement | 2021-12-01 | Paper |
AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH | 2021-09-13 | Paper |
Optimal retirement in a general market environment | 2021-08-11 | Paper |
Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints | 2021-05-04 | Paper |
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy | 2020-02-14 | Paper |
Ratcheting with a bliss level of consumption | 2019-10-18 | Paper |
Finite horizon portfolio selection with a negative wealth constraint | 2019-06-20 | Paper |
Borrowing constraints, effective flexibility in labor supply, and portfolio selection | 2019-06-18 | Paper |
An optimal consumption and investment problem with stochastic hyperbolic discounting | 2019-06-05 | Paper |
Portfolio selection with subsistence consumption constraints and CARA utility | 2019-02-08 | Paper |
Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility | 2018-11-12 | Paper |
An optimal job, consumption/leisure, and investment policy | 2018-08-27 | Paper |
Portfolio selection with consumption ratcheting | 2018-08-13 | Paper |
Reversible job-switching opportunities and portfolio selection | 2018-05-31 | Paper |
A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints | 2017-12-12 | Paper |
An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints | 2017-11-24 | Paper |
An optimal consumption and investment problem with quadratic utility and negative wealth constraints | 2017-08-30 | Paper |
An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints | 2016-11-29 | Paper |
A regime switching model of schooling choice as a job search process | 2016-05-02 | Paper |
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint | 2016-04-01 | Paper |
An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach | 2016-03-30 | Paper |
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach | 2015-06-12 | Paper |
Optimal investment, consumption and retirement decision with disutility and borrowing constraints | 2013-03-14 | Paper |
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches | 2013-03-07 | Paper |
Voluntary retirement and portfolio selection: dynamic programming approaches | 2012-08-08 | Paper |
Optimal investment and consumption decision of a family with life insurance | 2011-08-01 | Paper |
Comparison of optimal portfolios with and without subsistence consumption constraints | 2010-11-05 | Paper |
A scalable web cache sharing scheme | 2009-07-21 | Paper |
Optimal portfolio, consumption and retirement decision under a preference change | 2009-06-10 | Paper |
OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY | 2008-08-21 | Paper |
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints | 2008-06-24 | Paper |
Optimal consumption and portfolio selection problem with downside consumption constraints | 2007-07-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4533651 | 2002-06-11 | Paper |