Optimal investment, consumption and retirement decision with disutility and borrowing constraints
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Cites work
- A preference change and discretionary stopping in a consumption and portfolio selection problem
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Hedging in incomplete markets with HARA utility
- Labor income, borrowing constraints, and equilibrium asset prices
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption and portfolio selection problem with downside consumption constraints
- Optimal consumption-portfolio choices and retirement planning
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimization of consumption with labor income
- Optimum consumption and portfolio rules in a continuous-time model
- Portfolio optimization under the Value-at-Risk constraint
- Utility Maximization with Discretionary Stopping
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- Household utility maximization with life insurance: a CES utility case
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- Optimal retirement with borrowing constraints and forced unemployment risk
- 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
- An optimal consumption and investment problem with quadratic utility and negative wealth constraints
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Annuitization and asset allocation with borrowing constraint
- Optimal consumption, leisure and job choice under inflationary environment
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
- Portfolio and consumption optimization problem with cobb-Douglas utility and negative wealth constraints
- scientific article; zbMATH DE number 7235216 (Why is no real title available?)
- Optimal investment, stochastic labor income and retirement
- Optimal life insurance with no-borrowing constraints: duality approach and example
- Optimal investment, consumption-leisure, insurance and retirement choice
- The impact of a partial borrowing limit on financial decisions
- An optimal consumption and investment problem with CES utility and negative wealth constraints
- A stochastic control model of investment, production, and consumption on a finite horizon
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
- Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
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