Human capital and portfolio choice: borrowing constraint and reversible retirement
From MaRDI portal
Publication:6594802
Recommendations
- Lifetime consumption and investment: retirement and constrained borrowing
- Optimal retirement strategy with a negative wealth constraint
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Optimal retirement with borrowing constraints and forced unemployment risk
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
Cites work
- scientific article; zbMATH DE number 5480935 (Why is no real title available?)
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 1095739 (Why is no real title available?)
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- Controlled Markov processes and viscosity solutions
- Convex Analysis
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Labor income, borrowing constraints, and equilibrium asset prices
- Lifetime consumption and investment: retirement and constrained borrowing
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and investment with welfare constraints
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption and portfolio selection with early retirement option
- Optimal consumption-portfolio choices and retirement planning
- Optimum consumption and portfolio rules in a continuous-time model
- Super contact and related optimality conditions
- The impact of a partial borrowing limit on financial decisions
- Utility Maximization with Discretionary Stopping
- Valuation of Investments in Real Assets with Implications for the Stock Prices
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
This page was built for publication: Human capital and portfolio choice: borrowing constraint and reversible retirement
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6594802)