Lifetime consumption and investment: retirement and constrained borrowing
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Cites work
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- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
- Utility Maximization with Discretionary Stopping
- Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
Cited in
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- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
- Optimal investment and consumption when allowing terminal debt
- Optimal expansion of business opportunity
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- Optimal consumption and investment with insurer default risk
- Optimal investment, stochastic labor income and retirement
- Voluntary retirement and portfolio selection: dynamic programming approaches
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- Modeling non-monotone risk aversion using SAHARA utility functions
- Increases in risk aversion and the distribution of portfolio payoffs
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- A portfolio choice problem under risk capacity constraint
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- Portfolio and consumption optimization problem with cobb-Douglas utility and negative wealth constraints
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market
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- Time inconsistency and retirement choice
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
- Optimal consumption, investment and life insurance with surrender option guarantee
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- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
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- Mortality and Healthcare: A Stochastic Control Analysis under Epstein--Zin Preferences
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