Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
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Cites work
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- A preference change and discretionary stopping in a consumption and portfolio selection problem
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy
- Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
- Optimal consumption and portfolio policies when asset prices follow a diffusion process
- Optimal consumption and portfolio selection problem with downside consumption constraints
- Optimal consumption-portfolio choices and retirement planning
- Optimum consumption and portfolio rules in a continuous-time model
- PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
- Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
- Stochastic Target Hitting Time and the Problem of Early Retirement
- Stochastic differential equations. An introduction with applications.
- Utility Maximization with Discretionary Stopping
Cited in
(38)- A model of retirement and consumption-portfolio choice
- Optimal investment, consumption and timing of annuity purchase under a preference change
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- Optimal consumption, investment and housing with means-tested public pension in retirement
- Optimal investment, stochastic labor income and retirement
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Optimal investment, consumption-leisure, insurance and retirement choice
- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints
- Portfolio selection with subsistence consumption constraints and CARA utility
- Optimal retirement time under habit persistence: what makes individuals retire early?
- Comparison of optimal portfolios with and without subsistence consumption constraints
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
- Optimal investment, heterogeneous consumption, and best time for retirement
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- Optimal consumption and portfolio selection with early retirement option
- scientific article; zbMATH DE number 7344407 (Why is no real title available?)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility
- An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
- Dynamic asset allocation with consumption ratcheting post retirement
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy
- Optimal consumption and investment in the presence of a stopping choice
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- Optimal retirement and portfolio selection with consumption ratcheting
- scientific article; zbMATH DE number 7235216 (Why is no real title available?)
- Optimal consumption/investment and retirement with necessities and luxuries
- An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach
- Optimal consumption and investment with welfare constraints
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach
- How to spend and invest retirement savings
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- Bankruptcy and retirement: a comparison in an optimal stopping times ordered framework
- Optimal portfolio, consumption and retirement decision under a preference change
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