DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
From MaRDI portal
Publication:5488982
DOI10.1111/J.1467-9965.2006.00278.XzbMATH Open1145.91343OpenAlexW2091020872MaRDI QIDQ5488982FDOQ5488982
Authors: Kyoung Jin Choi, Gyoocheol Shim 
Publication date: 25 September 2006
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00278.x
Recommendations
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal portfolio, consumption and retirement decision under a preference change
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- Voluntary retirement and portfolio selection: dynamic programming approaches
Portfolio theory (91G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Title not available (Why is that?)
- A preference change and discretionary stopping in a consumption and portfolio selection problem
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- Utility Maximization with Discretionary Stopping
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
- Optimal consumption-portfolio choices and retirement planning
- Hedging in incomplete markets with HARA utility
Cited In (73)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Title not available (Why is that?)
- Optimal investment, heterogeneous consumption, and best time for retirement
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement
- Title not available (Why is that?)
- 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-portfolio strategy and housing choice problem with a loan-to-value ratio
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- CARA UTILITY AND OPTIMAL RETIREMENT
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- Labor supply flexibility and portfolio selection with early retirement option
- Horizon effect on optimal retirement decision
- How to prepare for retirement? Optimal saving, labor supply, and investment strategy
- Portfolio selection and job switching with CARA utility
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model
- Analytic approach for models of optimal retirement with disability risk
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- A Dynkin game under Knightian uncertainty
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model
- 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
- 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
- Life-cycle welfare losses from rules-of-thumb asset allocation
- Optimal retirement in a general market environment
- An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty
- Optimal consumption and portfolio selection with early retirement option
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- Optimal portfolio, consumption and retirement decision under a preference change
- On retirement time decision making
- Intertemporal preference with loss aversion: consumption and risk-attitude
- Dynamic asset allocation with consumption ratcheting post retirement
- Optimal retirement strategy with a negative wealth constraint
- A model of retirement and consumption-portfolio choice
- Reversible job-switching opportunities and portfolio selection
- Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
- Optimal retirement and portfolio selection with consumption ratcheting
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Lifetime investment and consumption using a defined-contribution pension scheme
- Unemployment risks and optimal retirement in an incomplete market
- Optimal retirement under partial information
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- Annuitization and asset allocation with borrowing constraint
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- A generalization of Yaari's result on annuitization with optimal retirement
- Optimal retirement planning under partial information
- Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
- Optimal investment, consumption and timing of annuity purchase under a preference change
- Verification theorems for models of optimal consumption and investment with annuitization
- Do you need less money in retirement?
- On optimal retirement
- The effect of objective formulation on retirement decision making
- Comparison of optimal portfolios with and without subsistence consumption constraints
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal consumption, leisure and job choice under inflationary environment
- Optimal retirement products under subjective mortality beliefs
- Optimal retirement time under habit persistence: what makes individuals retire early?
- Robust retirement and life insurance with inflation risk and model ambiguity
- Optimal job switching and retirement decision
- Optimal consumption/investment and retirement with necessities and luxuries
- Optimal investment, consumption-leisure, insurance and retirement choice
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
- The impact of a partial borrowing limit on financial decisions
- An optimal job, consumption/leisure, and investment policy
- Optimal expansion of business opportunity
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
This page was built for publication: DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5488982)
