Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
Year of publication: |
2022
|
---|---|
Authors: | He, Lin ; Liang, Zongxia ; Song, Yilun ; Qi, Ye |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 102.2022, p. 188-202
|
Subject: | Habitual persistence | Martingale and duality methods | Optimal consumption | Optimal retirement time | Retirement consumption puzzle | Altersgrenze | Retirement | Portfolio-Management | Portfolio selection | Theorie | Theory | Privater Konsum | Private consumption | Konsumentenverhalten | Consumer behaviour | Lebenszyklus | Life cycle | Altersvorsorge | Retirement provision |
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