Withdrawal success optimization

DOI10.1007/S10203-024-00487-5MaRDI QIDQ6938515zbMATH OpenFDO

Authors

Publication date 25 August 2025

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10203-024-00487-5

zbMATH Keywords

dollar cost averagingoptimal consumptionprobability of ruinretirement incomeS\&P composite indexsafety first principle

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites work

• A dynamic programming approach to constrained portfolios
• A simple and nearly optimal investment strategy to minimize the probability of lifetime ruin
• ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
• Martingales and financial mathematics in discrete time
• Optimal and simple, nearly optimal rules for minimizing the probability of financial ruin in retirement
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
• Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin
• Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
• Portfolio optimization under safety first expected utility with nonlinear probability distortion
• Safety First and the Holding of Assets
• Stochastic optimal control of annuity contracts.
• The Accumulation of Risky Capital: A Sequential Utility Analysis
• The effect of objective formulation on retirement decision making
• WITHDRAWAL SUCCESS ESTIMATION

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