Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
From MaRDI portal
Publication:824656
DOI10.1186/S13660-018-1756-1zbMATH Open1498.91392OpenAlexW2862675148WikidataQ91103245 ScholiaQ91103245MaRDI QIDQ824656FDOQ824656
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1756-1
Recommendations
- scientific article; zbMATH DE number 7770017
- Optimal portfolio, consumption and retirement decision under a preference change
- Consumption and portfolio decisions with uncertain lifetimes
- The effect of inflation risk and subsistence constraints on portfolio choice
- Optimal retirement and portfolio selection with consumption ratcheting
- Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk
- The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
optimal stopping timedynamic programming methodfree boundary value problemrisk aversion changesubsistence consumption
Cites Work
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- 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
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Title not available (Why is that?)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
- Consumption-Investment Models with Constraints
- Optimal consumption and portfolio selection problem with downside consumption constraints
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
- Unemployment risks and optimal retirement in an incomplete market
Cited In (1)
This page was built for publication: Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q824656)
