Optimal consumption-leisure, portfolio and retirement selection based on -maxmin expected CES utility with ambiguity
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Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
Recommendations
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- Optimal consumption and portfolio choice with ambiguity and anticipation
- Optimal investment, consumption-leisure, insurance and retirement choice
- Optimal consumption and portfolio selection with stochastic differential utility
- Optimal consumption and portfolio selection with lower and upper bounds on consumption
- An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
Cites work
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- Anticipative portfolio optimization under constraints and a higher interest rate for borrowing
- Backward Stochastic Differential Equations in Finance
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Differentiating ambiguity and ambiguity attitude
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- scientific article; zbMATH DE number 4010171 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Maxmin expected utility with non-unique prior
- Monotone continuous multiple priors
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
- Optimal consumption and portfolio choice with ambiguity and anticipation
- Optimal consumption-portfolio choices and retirement planning
- Optimal Control of Stochastic Partial Differential Equations
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Stopping With Multiple Priors
- Optimization of Utility for “Larger Investor” with Anticipation
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Risk, ambiguity and the Savage axioms
- Subjective Probability and Expected Utility without Additivity
- The framing of decisions and the psychology of choice
- Utility Maximization with Discretionary Stopping
Cited in
(6)- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- Optimal consumption, leisure and job choice under inflationary environment
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations
- An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty
- Time-consistent lifetime portfolio selection under smooth ambiguity
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