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Optimal retirement and portfolio selection with consumption ratcheting · Study

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ArticleOptimal retirement and portfolio selection with consumption ratcheting

Junkee Jeon2020

OA

Articlegreen2020

Optimal retirement and portfolio selection with consumption ratcheting

Junkee Jeon · Kyunghyun Park

25 citations·0/0 files stored·Mathematics and Financial Economics

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Stochastic processes and financial applications Financial Literacy, Pension, Retirement Analysis Risk and Portfolio Optimization

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References

1994Investment Under Uncertainty.1971Optimum consumption and portfolio rules in a continuous-time model 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1950Income, Saving and the Theory of Consumer Behavior.1990Habit Formation: A Resolution of the Equity Premium Puzzle 1990Asset Prices under Habit Formation and Catching up with the Joneses 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process 1990Portfolio Selection with Transaction Costs

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Year2020

Typearticle

Published2020-02-05

VenueMathematics and Financial Economics

ISSN-L1862-9660

Languageen

Citations25

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11579-020-00259-w

openalex_workW3006235597

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