Portfolio selection with consumption ratcheting
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Publication:1657613
DOI10.1016/j.jedc.2018.05.003zbMath1401.91520OpenAlexW2810345514WikidataQ129610284 ScholiaQ129610284MaRDI QIDQ1657613
Hyeng Keun Koo, Yong Hyun Shin, Junkee Jeon
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2018.05.003
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Optimal finite horizon contract with limited commitment, Intertemporal preference with loss aversion: consumption and risk-attitude, Optimal Investment and Consumption under a Habit-Formation Constraint, Dynamic asset allocation with consumption ratcheting post retirement, Optimal Ratcheting of Dividends in a Brownian Risk Model, Optimal retirement and portfolio selection with consumption ratcheting, Horizon effect on optimal retirement decision, Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case, Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets, Finite horizon portfolio selection problem with a drawdown constraint on consumption, Finite horizon portfolio selection with durable goods, Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints, Portfolio selection with drawdown constraint on consumption: a generalization model, Ratcheting with a bliss level of consumption
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