A model of retirement and consumption-portfolio choice
From MaRDI portal
Publication:6091007
DOI10.4134/BKMS.B220553zbMATH Open1530.91528arXiv2111.00369MaRDI QIDQ6091007FDOQ6091007
Authors: Junkee Jeon, Hyeng Keun Koo 
Publication date: 23 November 2023
Full work available at URL: https://arxiv.org/abs/2111.00369
Recommendations
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Voluntary retirement and portfolio selection: dynamic programming approaches
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- Optimal consumption-portfolio choices and retirement planning
Cites Work
- Title not available (Why is that?)
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Lifetime consumption and investment: retirement and constrained borrowing
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption-portfolio choices and retirement planning
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
- Optimal retirement and portfolio selection with consumption ratcheting
- Optimal retirement in a general market environment
- Optimal consumption and portfolio selection with early retirement option
Cited In (3)
This page was built for publication: A model of retirement and consumption-portfolio choice
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6091007)
