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Less is more: Increasing retirement gains by using an upside terminal wealth constraint
16 references·0 citing·46 second hop
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References

  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1999Risk Aversion or Myopia? Choices in Repeated Gambles and Retirement Investments560 cited
  • 2011Heterogeneity in Risky Choice Behavior in a Broad Population349 cited
  • 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance348 cited
  • 2008BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME316 cited
  • 1996Equilibrium Analysis of Portfolio Insurance299 cited
  • 1997Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income277 cited
  • 1994Consumption-Investment Models with Constraints142 cited
  • 1999Reaching goals by a deadline: digital options and continuous-time active portfolio management124 cited
  • 2009Portfolio Size Effect in Retirement Accounts: What Does It Imply for Lifecycle Asset Allocation Funds?95 cited
  • 2014Causality and contagion in EMU sovereign debt markets91 cited
  • 2011Dynamic Lifecycle Strategies for Target DateRetirement Funds82 cited
  • 2010Optimal Control under Stochastic Target Constraints72 cited
  • 2005Comonotonic Approximations for Optimal Portfolio Selection Problems70 cited
  • 2007PORTFOLIO MANAGEMENT WITH CONSTRAINTS

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  • 1995Continuous-time portfolio optimization under terminal wealth constraints52 cited
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