Heterogeneity in optimal investment and drawdown strategies in retirement
Adam Butt, Gaurav Khemka, Geoffrey J. Warren
| Year of publication: |
2022
|
|---|---|
| Authors: | Butt, Adam ; Khemka, Gaurav ; Warren, Geoff |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 74.2022, p. 1-20
|
| Subject: | Annuities | Dynamic programming | Optimisation | Retirement | Utility functions | Altersgrenze | Altersvorsorge | Retirement provision | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Dynamische Optimierung | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Private Altersvorsorge | Private retirement provision | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2022.101798 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013389436