OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
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Publication:3521285
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Cites work
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- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption-portfolio choices and retirement planning
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimum consumption and portfolio rules in a continuous-time model
- Stochastic differential equations. An introduction with applications.
- Utility Maximization with Discretionary Stopping
Cited in
(66)- Optimal portfolio, consumption and retirement decision under a preference change
- Portfolio selection with consumption ratcheting
- An optimal job, consumption/leisure, and investment policy
- A generalization of Yaari's result on annuitization with optimal retirement
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model
- Household utility maximization with life insurance: a CES utility case
- Finite horizon portfolio selection problems with stochastic borrowing constraints
- Optimal retirement in a general market environment
- Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
- Optimal consumption/investment and retirement with necessities and luxuries
- Intertemporal preference with loss aversion: consumption and risk-attitude
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- Verification theorems for models of optimal consumption and investment with annuitization
- On retirement time decision making
- Optimal retirement planning under partial information
- Optimal investment, consumption and timing of annuity purchase under a preference change
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- Dynamic asset allocation with consumption ratcheting post retirement
- Annuitization and asset allocation with borrowing constraint
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
- Multidimensional risk aversion: the cardinal sin
- Optimal consumption, leisure and job choice under inflationary environment
- Optimal job switching and retirement decision
- Unemployment risks and optimal retirement in an incomplete market
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- Optimal investment, stochastic labor income and retirement
- Voluntary retirement and portfolio selection: dynamic programming approaches
- Optimal retirement time under habit persistence: what makes individuals retire early?
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- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement
- CARA UTILITY AND OPTIMAL RETIREMENT
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- Optimal consumption and portfolio selection with early retirement option
- The impact of a partial borrowing limit on financial decisions
- An optimal consumption and investment problem with CES utility and negative wealth constraints
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Labor supply flexibility and portfolio selection with early retirement option
- A model of retirement and consumption-portfolio choice
- Portfolio selection and job switching with CARA utility
- Horizon effect on optimal retirement decision
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space
- Health insurance, portfolio choice, and retirement incentives
- Analytic approach for models of optimal retirement with disability risk
- Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- Effect of labour income on the optimal bankruptcy problem
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility
- Optimal portfolio and labor-leisure decisions with intolerance for declining standards of living
- Retirement decision with addictive habit persistence in a jump diffusion market
- Impact of income and leisure on optimal portfolio, consumption, and retirement decisions under exponential utility
- An optimal retirement problem with job switching and unemployment risks under subsistence consumption constraints
- Wage rigidity and retirement in optimal portfolio choice
- Optimal Design of Raising Retirement Age
- Money illusion in retirement savings with a minimum guarantee
- Optimal portfolio selection and early retirement with target wealth constraints
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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