Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
From MaRDI portal
Publication:2884293
Recommendations
- Verification theorems for models of optimal consumption and investment with annuitization
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- A verification theorem for optimal stopping problems with expectation constraints
- Consumption-Investment Models with Constraints
Cited in
(21)- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Lifetime consumption and investment: retirement and constrained borrowing
- Optimal consumption and portfolio selection with early retirement option
- On retirement time decision making
- Optimal retirement strategy with a negative wealth constraint
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- Household utility maximization with life insurance: a CES utility case
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- Optimal retirement under partial information
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- Annuitization and asset allocation with borrowing constraint
- Optimal retirement with borrowing constraints and forced unemployment risk
- Robust portfolio choice with sticky wages
- Optimal retirement planning under partial information
- Optimal life insurance with no-borrowing constraints: duality approach and example
- Verification theorems for models of optimal consumption and investment with annuitization
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
- Optimal portfolio choice with path dependent labor income: the infinite horizon case
- The impact of a partial borrowing limit on financial decisions
This page was built for publication: Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2884293)
