Optimal retirement in a general market environment
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Publication:2045148
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Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Dynkin game under Knightian uncertainty
- Adapted solution of a backward semilinear stochastic evolution equation
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
- Lifetime consumption and investment: retirement and constrained borrowing
- Nonlinear variational inequalities and differential games with stopping times
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- On semi-linear degenerate backward stochastic partial differential equations
- On the quasi-linear reflected backward stochastic partial differential equations
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption and portfolio selection with early retirement option
- Optimal dynamic momentum strategies
- Optimal stopping under adverse nonlinear expectation and related games
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Stochastic Equations in Infinite Dimensions
- Stochastic games and variational inequalities
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
- Utility Maximization with Discretionary Stopping
- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
Cited in
(13)- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- scientific article; zbMATH DE number 6269183 (Why is no real title available?)
- Optimal early retirement near the expiration of a pension plan
- A model of retirement and consumption-portfolio choice
- A variational inequality approach to financial valuation of retirement benefits based on salary
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space
- Optimal retirement under partial information
- Labor supply flexibility and portfolio selection with early retirement option
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- Horizon effect on optimal retirement decision
- On optimal retirement
- Aging in financial market
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