Pages that link to "Item:Q972864"
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The following pages link to Lifetime consumption and investment: retirement and constrained borrowing (Q972864):
Displayed 32 items.
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach (Q262572) (← links)
- Asset demands and consumption with longevity risk (Q315805) (← links)
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Voluntary retirement and portfolio selection: dynamic programming approaches (Q441924) (← links)
- Optimal investment, consumption-leisure, insurance and retirement choice (Q470684) (← links)
- Time inconsistency and retirement choice (Q500476) (← links)
- Existence of optimal consumption strategies in markets with longevity risk (Q506076) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- An optimal job, consumption/leisure, and investment policy (Q1667208) (← links)
- A generalization of Yaari's result on annuitization with optimal retirement (Q1667924) (← links)
- On the effects of changing mortality patterns on investment, labour and consumption under uncertainty (Q1681194) (← links)
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (Q1681694) (← links)
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Longevity risk and retirement income tax efficiency: a location spending rate puzzle (Q2374096) (← links)
- Demand for longevity securities under relative performance concerns: stochastic differential games with cointegration (Q2374128) (← links)
- Longevity-linked assets and pre-retirement consumption/portfolio decisions (Q2404542) (← links)
- Optimal consumption-portfolio problem with CVaR constraints (Q2410442) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- Unemployment Risks and Optimal Retirement in an Incomplete Market (Q2830771) (← links)
- PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS (Q3174711) (← links)
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY (Q3521285) (← links)
- Optimal life insurance with no-borrowing constraints: duality approach and example (Q4575376) (← links)
- Optimal consumption, investment and life insurance with surrender option guarantee (Q4576760) (← links)
- Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
- Around the Life Cycle: Deterministic Consumption-Investment Strategies (Q4689976) (← links)