scientific article; zbMATH DE number 7770017

DOI10.4134/BKMS.B220553zbMATH Open1530.91528arXiv2111.00369MaRDI QIDQ6091007FDOQ6091007

Junkee Jeon, Hyeng Keun Koo

Publication date: 23 November 2023

Full work available at URL: https://arxiv.org/abs/2111.00369

Title of this publication is not available (Why is that?)

zbMATH Keywords

portfolioconsumptionretirementutility functionoption valuehuman wealth

Mathematics Subject Classification ID

Portfolio theory (91G10)

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)

• Optimal consumption-portfolio choices and retirement planning
• Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
• Building Better Retirement Income Models

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