Unemployment Risks and Optimal Retirement in an Incomplete Market
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Publication:2830771
DOI10.1287/opre.2016.1503zbMath1348.91247OpenAlexW3121492306MaRDI QIDQ2830771
Seyoung Park, Bong-Gyu Jang, Alain Bensoussan
Publication date: 31 October 2016
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/2477affc17eb3c57462c59164660ff82acd84607
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Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Optimal consumption-portfolio choices and retirement planning
- Explicit solutions to an optimal portfolio choice problem with stochastic income
- Lifetime consumption and investment: retirement and constrained borrowing
- A computational scheme for the optimal strategy in an incomplete market
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
- Hedging in incomplete markets with HARA utility
- Optimal retirement strategy with a negative wealth constraint
- Optimal Hedging and Valuation of Nontraded Assets
- Martingale and Duality Methods for Utility Maximization in an Incomplete Market
- OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
- Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
- MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE
- Standard Risk Aversion
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