| Publication | Date of Publication | Type |
|---|
Portfolio selection and job switching with CARA utility
Journal of Computational and Applied Mathematics | 2023-06-20 | Paper |
The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
Computational and Applied Mathematics | 2023-06-02 | Paper |
Optimal consumption and portfolio selection with lower and upper bounds on consumption
Advances in Difference Equations | 2022-03-16 | Paper |
Optimal consumption/investment and retirement with necessities and luxuries
Mathematical Methods of Operations Research | 2022-01-18 | Paper |
Effects of a government subsidy and labor flexibility on portfolio selection and retirement
Quantitative Finance | 2021-12-01 | Paper |
An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach
Mathematical Modelling and Analysis | 2021-09-13 | Paper |
Optimal retirement in a general market environment
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints
Japan Journal of Industrial and Applied Mathematics | 2021-05-04 | Paper |
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy
SIAM Journal on Financial Mathematics | 2020-02-14 | Paper |
Ratcheting with a bliss level of consumption
Optimization Letters | 2019-10-18 | Paper |
Finite horizon portfolio selection with a negative wealth constraint
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
Borrowing constraints, effective flexibility in labor supply, and portfolio selection
Mathematics and Financial Economics | 2019-06-18 | Paper |
An optimal consumption and investment problem with stochastic hyperbolic discounting
Advances in Difference Equations | 2019-06-05 | Paper |
Portfolio selection with subsistence consumption constraints and CARA utility
Mathematical Problems in Engineering | 2019-02-08 | Paper |
Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility
Journal of the Korean Statistical Society | 2018-11-12 | Paper |
An optimal job, consumption/leisure, and investment policy
Operations Research Letters | 2018-08-27 | Paper |
Portfolio selection with consumption ratcheting
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Reversible job-switching opportunities and portfolio selection
Applied Mathematics and Optimization | 2018-05-31 | Paper |
A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
Japan Journal of Industrial and Applied Mathematics | 2017-12-12 | Paper |
An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
Chaos, Solitons and Fractals | 2017-11-24 | Paper |
An optimal consumption and investment problem with quadratic utility and negative wealth constraints
Journal of Inequalities and Applications | 2017-08-30 | Paper |
An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
Japan Journal of Industrial and Applied Mathematics | 2016-11-29 | Paper |
A regime switching model of schooling choice as a job search process
Advances in Mathematical Physics | 2016-05-02 | Paper |
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
Stochastic Analysis and Applications | 2016-04-01 | Paper |
An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
Journal of Inequalities and Applications | 2016-03-30 | Paper |
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
Journal of Mathematical Analysis and Applications | 2015-06-12 | Paper |
Optimal investment, consumption and retirement decision with disutility and borrowing constraints
Quantitative Finance | 2013-03-14 | Paper |
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches
Applied Mathematics Letters | 2013-03-07 | Paper |
Voluntary retirement and portfolio selection: dynamic programming approaches
Applied Mathematics Letters | 2012-08-08 | Paper |
Optimal investment and consumption decision of a family with life insurance
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Comparison of optimal portfolios with and without subsistence consumption constraints
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2010-11-05 | Paper |
A scalable web cache sharing scheme
Information Processing Letters | 2009-07-21 | Paper |
Optimal portfolio, consumption and retirement decision under a preference change
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
Mathematical Finance | 2008-08-21 | Paper |
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
Journal of Mathematical Analysis and Applications | 2008-06-24 | Paper |
Optimal consumption and portfolio selection problem with downside consumption constraints
Applied Mathematics and Computation | 2007-07-10 | Paper |
| scientific article; zbMATH DE number 1753890 (Why is no real title available?) | 2002-06-11 | Paper |
