Optimal portfolio, consumption and retirement decision under a preference change
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Publication:1022955
DOI10.1016/j.jmaa.2009.02.004zbMath1168.91017OpenAlexW1987169150MaRDI QIDQ1022955
Minsuk Kwak, Yong Hyun Shin, U. Jin Choi
Publication date: 10 June 2009
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.02.004
Related Items
Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement ⋮ Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model ⋮ Household investment-consumption-insurance policies under the age-dependent risk preferences ⋮ Finite-horizon optimal consumption and investment problem with a preference change ⋮ Optimal investment and consumption decision of a family with life insurance ⋮ Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes ⋮ Optimal investment, consumption and timing of annuity purchase under a preference change
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