Optimal investment, consumption and retirement decision with disutility and borrowing constraints
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DOI: 10.1080/14697680903369526
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Cited by:
- Luz A. Flórez & Catalina Granda, 2019. "Retirement choice in a frictionless labor market," Economics Bulletin, AccessEcon, vol. 39(1), pages 734-740.
- Ho-Seok Lee, 2021. "Life Insurance and Subsistence Consumption with an Exponential Utility," Mathematics, MDPI, vol. 9(4), pages 1-10, February.
- Andreas Karathanasopoulos & Chia Chun Lo & Xiaorong Ma & Zhenjiang Qin, 2021. "Maintaining cost and ruin probability," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 759-793, August.
- Lee, Ho-Seok & Lim, Byung Hwa, 2023. "Personal bankruptcy and post-bankruptcy liquidity constraint," Journal of Banking & Finance, Elsevier, vol. 152(C).
- Junkee Jeon & Hyeng Keun Koo & Yong Hyun Shin & Zhou Yang, 2021. "An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem," Computational Economics, Springer;Society for Computational Economics, vol. 58(3), pages 885-914, October.
- Luo, Shangzhen & Wang, Mingming & Zhu, Wei, 2022. "Time-inconsistent life-cycle consumption and retirement choice with mortality risk," Applied Mathematics and Computation, Elsevier, vol. 433(C).
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