DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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Publication:5488982
Recommendations
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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- 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
Cites work
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- A preference change and discretionary stopping in a consumption and portfolio selection problem
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- Hedging in incomplete markets with HARA utility
- 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
- Optimum consumption and portfolio rules in a continuous-time model
- Utility Maximization with Discretionary Stopping
Cited in
(73)- A model of retirement and consumption-portfolio choice
- Optimal investment, consumption and timing of annuity purchase under a preference change
- On retirement time decision making
- 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
- The effect of objective formulation on retirement decision making
- An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty
- Optimal investment, stochastic labor income and retirement
- Optimal investment, consumption-leisure, insurance and retirement choice
- Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
- Annuitization and asset allocation with borrowing constraint
- Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
- Optimal expansion of business opportunity
- Optimal retirement time under habit persistence: what makes individuals retire early?
- Comparison of optimal portfolios with and without subsistence consumption constraints
- Voluntary retirement and portfolio selection: dynamic programming approaches
- Optimal consumption, leisure and job choice under inflationary environment
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
- Optimal retirement planning under partial information
- Do you need less money in retirement?
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme
- Life-cycle welfare losses from rules-of-thumb asset allocation
- Intertemporal preference with loss aversion: consumption and risk-attitude
- Optimal consumption and portfolio selection with early retirement option
- Time-inconsistent life-cycle consumption and retirement choice with mortality risk
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Unemployment risks and optimal retirement in an incomplete market
- Optimal retirement products under subjective mortality beliefs
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- Optimal retirement under partial information
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- Consumption-leisure-investment strategies with time-inconsistent preference in a life-cycle model
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Dynamic asset allocation with consumption ratcheting post retirement
- Optimal retirement in a general market environment
- A Dynkin game under Knightian uncertainty
- Verification theorems for models of optimal consumption and investment with annuitization
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Lifetime investment and consumption using a defined-contribution pension scheme
- The impact of a partial borrowing limit on financial decisions
- On optimal retirement
- Robust retirement and life insurance with inflation risk and model ambiguity
- Optimal job switching and retirement decision
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- Optimal retirement and portfolio selection with consumption ratcheting
- Optimal retirement strategy with a negative wealth constraint
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- Optimal consumption/investment and retirement with necessities and luxuries
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- A generalization of Yaari's result on annuitization with optimal retirement
- Reversible job-switching opportunities and portfolio selection
- An optimal job, consumption/leisure, and investment policy
- Optimal portfolio, consumption and retirement decision under a preference change
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space
- scientific article; zbMATH DE number 2054508 (Why is no real title available?)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Horizon effect on optimal retirement decision
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model
- The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
- Optimal investment, heterogeneous consumption, and best time for retirement
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- Analytic approach for models of optimal retirement with disability risk
- Portfolio selection and job switching with CARA utility
- Effects of a government subsidy and labor flexibility on portfolio selection and retirement
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- scientific article; zbMATH DE number 6269183 (Why is no real title available?)
- How to prepare for retirement? Optimal saving, labor supply, and investment strategy
- CARA UTILITY AND OPTIMAL RETIREMENT
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- Labor supply flexibility and portfolio selection with early retirement option
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