The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
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Publication:6161111
DOI10.1007/S40314-023-02314-WzbMATH Open1524.91103OpenAlexW4367671176MaRDI QIDQ6161111FDOQ6161111
Authors: Dayoon Kim, Yong Hyun Shin 
Publication date: 2 June 2023
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-023-02314-w
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- scientific article; zbMATH DE number 2065141
portfolio selectionvoluntary retirementconsumptionborrowing constraintsincomedynamic programming methods
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- 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
- An optimal job, consumption/leisure, and investment policy
- Utility Maximization with Discretionary Stopping
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- Optimal retirement strategy with a negative wealth constraint
- Reversible job-switching opportunities and portfolio selection
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