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Optimal consumption, investment and housing with means-tested public pension in retirement
16 references·3 citing·41 second hop
Optimal consumption, investment and housing with means-tested public pension in retirement (2017)Optimal consumption, investment and housi…Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets (2016)Portfolio choice in retiremen…Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners (2013)Age-dependent investing: Opti…The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives (2011)The Joy of Giving or Assisted…Markov Decision Processes with Applications to Finance (2011)Markov Decision Processes wit…Why Do the Elderly Save? The Role of Medical Expenses (2010)Why Do the Elderly Save? The …Australia to 2050: future challenges (2010)Australia to 2050: future cha…Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data (2007)Consumption over the Life Cyc…Wealth Inequality and Intergenerational Links (2004)Wealth Inequality and Interge…Do Welfare Asset Limits Affect Household Saving? Evidence from Welfare Reform (2004)Do Welfare Asset Limits Affec…Precautionary Saving and Social Insurance (1995)Precautionary Saving and Soci…Precautionary Saving and Social Insurance (1994)Precautionary Saving and Soci…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Uncertain Lifetime, Life Insu…On the Consumer's Lifetime Allocation Process (1964)On the Consumer's Lifetime Al…Financial Literacy and Retirees' Resource Allocation Decisions in New Zealand (2022)Financial Literacy and Retire…Superannuation in Australia: A Survey of the Literature (2018)Superannuation in Australia: …ARISAN DALAM PERSPEKTIF AKUNTANSI (2018)ARISAN DALAM PERSPEKTIF AKUNT…An Equilibrium Theory of the Distribution of Income and Intergenerational Mobility (1979)Human Capital and the Rise and Fall of Families (1986)Giving with Impure Altruism: Applications to Charity and Ricardian Equivalence (1989)Accounting for the U.S. Earnings and Wealth Inequality (2003)Occupational Choice and the Spirit of Capitalism * (2008)The Housing Boom and Bust: Model Meets Evidence (2020)Precautionary Saving in the Small and in the Large (1989)Understanding Consumption (1992)The Hyperbolic Consumption Model: Calibration, Simulation, and Empirical Evaluation (2001)Do the Rich Save More? (2004)Measuring Expectations (2004)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Saving and Liquidity Constraints (1989)Consumption Over the Life Cycle (2002)The Economic Importance of Financial Literacy: Theory and Evidence (2013)Cohort Profile: the Health and Retirement Study (HRS) (2014)Optimal Financial Knowledge and Wealth Inequality (2017)Precautionary Saving in the Small and in the Large (1990)Saving and Liquidity Constraints (1991)Income and Wealth Heterogeneity in the Macroeconomy (1998)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Rare Disasters and Asset Markets in the Twentieth Century* (2006)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Dynamic Fiscal Policy. (1989)Learning Your Earning: Are Labor Income Shocks Really Very Persistent? (2007)CONSUMPTION AND SAVING OVER THE LIFE CYCLE: HOW IMPORTANT ARE CONSUMER DURABLES? (2011)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)Stochastic Games (1953)From Bandits to Monte-Carlo Tree Search: The Optimistic Principle Applied to Optimization and Planning (2014)Trading financial indices with reinforcement learning agents (2018)A brief review of portfolio optimization techniques (2022)Entrepreneurship, Frictions, and Wealth (2006)Monetary Policy According to HANK (2018)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
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References

  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1965Uncertain Lifetime, Life Insurance, and the Theory of the Consumer3,204 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1995Precautionary Saving and Social Insurance1,112 cited
  • 1994Precautionary Saving and Social Insurance920 cited
  • 2010Why Do the Elderly Save? The Role of Medical Expenses874 cited
  • 2004Wealth Inequality and Intergenerational Links796 cited
  • 2007Consumption over the Life Cycle: Facts from Consumer Expenditure Survey Data410 cited
  • 2011Markov Decision Processes with Applications to Finance398 cited
  • 2011The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Public Care Aversion from Bequest Motives355 cited
  • 2010Australia to 2050: future challenges262 cited
  • 2016Portfolio choice in retirement: Health risk and the demand for annuities, housing, and risky assets250 cited
  • 1964On the Consumer's Lifetime Allocation Process191 cited
  • 2004Do Welfare Asset Limits Affect Household Saving? Evidence from Welfare Reform

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112 cited
  • 2013Age-dependent investing: Optimal funding and investment strategies in defined contribution pension plans when members are rational life cycle financial planners82 cited
  • Cited by

    • 2018Superannuation in Australia: A Survey of the Literature25 cited
    • 2022Financial Literacy and Retirees' Resource Allocation Decisions in New Zealand21 cited
    • 2018ARISAN DALAM PERSPEKTIF AKUNTANSI16 cited