Pages that link to "Item:Q972864"
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The following pages link to Lifetime consumption and investment: retirement and constrained borrowing (Q972864):
Displaying 50 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)
- Optimal investment-consumption strategy under inflation in a Markovian regime-switching market (Q1727501) (← links)
- Reversible job-switching opportunities and portfolio selection (Q1754658) (← links)
- Optimal investment problem under non-extensive statistical mechanics (Q2001307) (← links)
- Household utility maximization with life insurance: a CES utility case (Q2024613) (← links)
- Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Optimal consumption/investment and retirement with necessities and luxuries (Q2067260) (← links)
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model (Q2074981) (← links)
- Annuity and insurance choice under habit formation (Q2155851) (← links)
- Verification theorems for models of optimal consumption and investment with annuitization (Q2173169) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- Optimal retirement with borrowing constraints and forced unemployment risk (Q2212137) (← links)
- On retirement time decision making (Q2234755) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Optimal consumption and investment with insurer default risk (Q2273975) (← links)
- Optimal retirement planning under partial information (Q2291758) (← 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)
- Borrowing constraints, effective flexibility in labor supply, and portfolio selection (Q2422167) (← links)
- Finite horizon portfolio selection with a negative wealth constraint (Q2423686) (← links)
- Optimal retirement consumption with a stochastic force of mortality (Q2445342) (← links)
- Annuitization and asset allocation with borrowing constraint (Q2661518) (← links)
- Optimal asset allocation, consumption and retirement time with the variation in habitual persistence (Q2670116) (← links)
- A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
- Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450) (← links)
- Optimal consumption, leisure and job choice under inflationary environment (Q2687681) (← links)
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation (Q2691266) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Optimal job switching and retirement decision (Q2700416) (← links)
