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
Authors: Byung Hwa Lim, Yong Hyun Shin, U. Jin Choi 
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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portfolio selectionutility maximizationconsumptionretirementlabor incomedisutilitysubsistence consumption constraints
Portfolio theory (91G10) Stochastic models in economics (91B70) Financial applications of other theories (91G80)
Cites Work
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Cited In (38)
- Portfolio-consumption choice problem with voluntary retirement and consumption constraints
- Optimal investment-consumption problem: post-retirement with minimum guarantee
- Optimal consumption and investment in the presence of a stopping choice
- 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 investment, heterogeneous consumption, and best time for retirement
- Optimal consumption and portfolio selection with early retirement option
- Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility
- Optimal consumption and portfolio selection for retirees with the guarantee of minimum welfare
- Optimal portfolio, consumption and retirement decision under a preference change
- Portfolio selection with subsistence consumption constraints and CARA utility
- Dynamic asset allocation with consumption ratcheting post retirement
- A model of retirement and consumption-portfolio choice
- Optimal retirement and portfolio selection with consumption ratcheting
- A two-person zero-sum game approach for a retirement decision with borrowing constraints
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- How to spend and invest retirement savings
- Optimal consumption, investment and housing with means-tested public pension in retirement
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Dual control methods for a mixed control problem with optimal stopping arising in optimal consumption and investment
- 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
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
- An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach
- 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 consumption/investment and retirement with necessities and luxuries
- Optimal investment, consumption-leisure, insurance and retirement choice
- Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints
- Optimal consumption and investment with welfare constraints
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