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Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening - In: Annals of finance 6 (2010) 4, pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
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Dynamic portfolio and consumption decisions under ambiguity for time varying investment opportunities
Liu, Hening - 2008
Persistent link: https://www.econbiz.de/10011573158
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The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias (contributor) - 2008
Persistent link: https://www.econbiz.de/10003635223
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Management of a capital stock by Strotz's naive planner
Tyson, Christopher J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003328718
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Management of a capital stock by Strotz's naive planner
Tyson, Christopher J. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003564885
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The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias - In: Journal of public economic theory 12 (2010) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10003946600
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Management of a capital stock by Strotz's naive planner
Tyson, Christopher J. - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2214-2239
Persistent link: https://www.econbiz.de/10003732919
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The Design of Pension Pay Out Options When the Health Status During Retirement is Uncertain
Kifmann, Mathias - 2021
This paper examines the optimal design of pension plans when the health status during retirement is uncertain. Assuming that the health status affects both life expectancy and the marginal utility of consumption, choice between a lump-sum payment and an annuity can be welfare-enhancing if the...
Persistent link: https://www.econbiz.de/10013316589
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Optimal lifetime consumption and investment under a drawdown constraint
Elie, Romuald; Touzi, Nizar - In: Finance and stochastics 12 (2008) 3, pp. 299-330
Persistent link: https://www.econbiz.de/10003899189
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Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias; Muhle-Karbe, Johannes; Temme, Johannes - 2011
at the expense of a more widespread distribution. Dybvig and Wang [J. Econ. Theory, 2011, to appear] find that this idea …
Persistent link: https://www.econbiz.de/10009009482