Optimal retirement and portfolio selection with consumption ratcheting
Article Properties
-
LanguageEnglish
-
DOI (url)
-
Publication Date2020/02/05
-
Indian UGC (journal)
-
Refrences40
-
Citations8
-
Junkee Jeon ORCID (unauthenticated)
-
Kyunghyun Park ORCID (unauthenticated)
Cite
Jeon, Junkee, and Kyunghyun Park. “Optimal Retirement and Portfolio Selection With Consumption Ratcheting”. Mathematics and Financial Economics, vol. 14, no. 3, 2020, pp. 353-97, https://doi.org/10.1007/s11579-020-00259-w.
Jeon, J., & Park, K. (2020). Optimal retirement and portfolio selection with consumption ratcheting. Mathematics and Financial Economics, 14(3), 353-397. https://doi.org/10.1007/s11579-020-00259-w
Jeon J, Park K. Optimal retirement and portfolio selection with consumption ratcheting. Mathematics and Financial Economics. 2020;14(3):353-97.
Journal Categories
Science
Mathematics
Social Sciences
Commerce
Business
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Social Sciences
Statistics
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Finite-horizon optimal consumption and investment problem with a preference change | Journal of Mathematical Analysis and Applications |
| 3 | 2019 |
| The impact of a partial borrowing limit on financial decisions | Quantitative Finance |
| 6 | 2019 |
| Ratcheting with a bliss level of consumption | Optimization Letters |
| 2 | 2019 |
Optimal Consumption and Portfolio Selection with Early Retirement Option | Mathematics of Operations Research |
| 44 | 2018 |
Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios | The Journal of Finance |
| 180 | 2014 |
Refrences Analysis
The category
Social Sciences: Economic theory. Demography: Economics as a science 26
is the most frequently represented among the references in this article. It primarily includes studies from SIAM Journal on Control and Optimization The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Portfolio-consumption choice problem with voluntary retirement and consumption constraints | Journal of Computational and Applied Mathematics |
| 2024 | |
| Optimal annuitization and asset allocation under linear habit formation | Insurance: Mathematics and Economics |
| 2024 | |
| Consumption-investment decisions with endogenous reference point and drawdown constraint | Mathematics and Financial Economics |
| 2023 | |
Weak equilibria for time‐inconsistent control: With applications to investment‐withdrawal decisions | Mathematical Finance |
| 2023 | |
| The Finite-Horizon Consumption-Investment and Retirement Problem with Borrowing Constraint | SSRN Electronic Journal | 2023 |
Citations Analysis
The category
Science: Mathematics 6
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Optimal Retirement Problem Under Partial Information and was published in 2020. The most recent citation comes from a 2024 study titled Portfolio-consumption choice problem with voluntary retirement and consumption constraints. This article reached its peak citation in 2023, with 3 citations. It has been cited in 7 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.