Optimal consumption and portfolio selection with early retirement option
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Publication:5219704
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Cited in
(39)- Finite-horizon optimal consumption and investment problem with a preference change
- Finite horizon portfolio selection problems with stochastic borrowing constraints
- Optimal retirement in a general market environment
- Optimal consumption/investment and retirement with necessities and luxuries
- Optimal finite horizon contract with limited commitment
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- Optimal retirement and portfolio selection with consumption ratcheting
- Finite horizon portfolio selection problem with a drawdown constraint on consumption
- Finite horizon portfolio selection with durable goods
- Dynamic asset allocation with consumption ratcheting post retirement
- Robust retirement and life insurance with inflation risk and model ambiguity
- Optimal job switching and retirement decision
- Mathematical analysis and numerical methods for pricing pension plans allowing early retirement
- Optimal consumption and investment in the presence of a stopping choice
- Optimal retirement time under habit persistence: what makes individuals retire early?
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- Robust consumption-investment with return ambiguity: a dual approach with volatility ambiguity
- Optimal retirement under partial information
- Labor supply flexibility and portfolio selection with early retirement option
- A model of retirement and consumption-portfolio choice
- Horizon effect on optimal retirement decision
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- Optimal expansion of business opportunity
- Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Duality in optimal consumption-investment problems with alternative data
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- A problem of finite-horizon optimal switching and stochastic control for utility maximisation
- Optimal consumption-leisure-investment and retirement choices with nonconcave aspirational utility
- Irreversible consumption habit under ambiguity: singular control and optimal G-stopping time
- Retirement decision with addictive habit persistence in a jump diffusion market
- An optimal retirement problem with job switching and unemployment risks under subsistence consumption constraints
- Optimal investment, retirement, and life insurance with consumption ratcheting and time-inhomogeneous utility
- Optimal insurance design for business interruption insurance with cancellation feature
- Optimal portfolio selection and early retirement with target wealth constraints
- Optimal consumption-portfolio choices and retirement planning
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