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Optimal retirement and portfolio selection with consumption ratcheting
16 references·1 citing·33 second hop
Optimal retirement and portfolio selection with consumption ratcheting (2020)Optimal retirement and portfolio selectio…Pensions at a Glance 2013 (2013)Pensions at a Glance 2013Fight Or Flight? Portfolio Rebalancing by Individual Investors * (2009)Fight Or Flight? Portfolio Re…Optimal stopping and free-boundary problems (2006)Optimal stopping and free-bou…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Investment Under Uncertainty. (1994)Investment Under Uncertainty.The Joyless Economy (1992)The Joyless EconomyPortfolio Selection with Transaction Costs (1990)Portfolio Selection with Tran…Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Habit Formation: A Resolution…Asset Prices under Habit Formation and Catching up with the Joneses (1990)Asset Prices under Habit Form…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon (1987)Optimal Portfolio and Consump…Brownian Motion and Stochastic Flow Systems. (1987)Brownian Motion and Stochasti…Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Irreversible Investment, Capa…Optimal Growth with Intertemporally Dependent Preferences (1973)Optimal Growth with Intertemp…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Income, Saving and the Theory of Consumer Behavior. (1950)Income, Saving and the Theory…Optimal Retirement Under Partial Information (2021)Optimal Retirement Under Part…The Pricing of Options and Corporate Liabilities (1973)Martingales and arbitrage in multiperiod securities markets (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Strategic Asset Allocation (2002)Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Does Option Compensation Increase Managerial Risk Appetite? (2000)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Brownian Motion and Stochastic Calculus (2007)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Satisfaction and comparison income (1996)The analysis of household surveys (1997)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Arbitrage Theory in Continuous Time (1998)Optimal control of execution costs (1998)Arbitrage Theory in Continuous Time (2004)Prospect Theory and Asset Prices (2001)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Investment and Hysteresis (1992)Real Options and Interactions with Financial Flexibility (1993)Strategic Growth Options (1998)
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References

  • 1994Investment Under Uncertainty.9,497 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1950Income, Saving and the Theory of Consumer Behavior.2,197 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1990Asset Prices under Habit Formation and Catching up with the Joneses2,021 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
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  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,296 cited
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  • 2006Optimal stopping and free-boundary problems1,068 cited
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  • 1973Optimal Growth with Intertemporally Dependent Preferences593 cited
  • 2013Pensions at a Glance 2013525 cited
  • 2009

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Fight Or Flight? Portfolio Rebalancing by Individual Investors *
470 cited

Cited by

  • 2021Optimal Retirement Under Partial Information23 cited