Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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Publication:930981
DOI10.1016/J.JMAA.2008.04.011zbMATH Open1175.91162OpenAlexW1991750093MaRDI QIDQ930981FDOQ930981
U. Jin Choi, Byung Hwa Lim, Yong Hyun Shin
Publication date: 24 June 2008
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2008.04.011
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Cites Work
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- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
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Cited In (21)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Optimal investment, stochastic labor income and retirement
- Optimal portfolio, consumption and retirement decision under a preference change
- Portfolio selection with subsistence consumption constraints and CARA utility
- AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH
- How to spend and invest retirement savings
- Optimal consumption, investment and housing with means-tested public pension in retirement
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- Optimal investment, consumption and timing of annuity purchase under a preference change
- Comparison of optimal portfolios with and without subsistence consumption constraints
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Title not available (Why is that?)
- Optimal retirement time under habit persistence: what makes individuals retire early?
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
- Title not available (Why is that?)
- Optimal investment, consumption-leisure, insurance and retirement choice
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