A buy-hold-sell pension saving strategy

DOI10.1016/j.insmatheco.2024.07.003MaRDI QIDQ6665583

Gaurav Khemka, Geoffrey J. Warren, Mogens Steffensen

Publication date: 17 January 2025

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

pensionsportfolio constructionretirement savingswithdrawalslifecycle investing

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model
• Target-driven investing: optimal investment strategies in defined contribution pension plans under loss aversion
• The effect of objective formulation on retirement decision making
• Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
• Annuitization and asset allocation
• Optimal asset allocation in life annuities: a note.
• Reactive investment strategies
• Stochastic Optimal Control with Applications in Financial Engineering
• The Utility Value of Longevity Risk Pooling: Analytic Insights
• Around the Life Cycle: Deterministic Consumption-Investment Strategies
• Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
• Deterministic mean-variance-optimal consumption and investment

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