Concepedia
Operations Research Letters · 2014 · 18 citations · 9 references
EconomicsRetirement DecumulationBusinessOptimal Retirement StrategyIntertemporal Portfolio ChoiceFinancePortfolio Choice
9
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.1K citations
Mathematical Programming, Economics, Portfolio Optimization +9
Stochastic Differential Equations: An Introduction with Applications.
Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations
Engineering, Stochastic Processes, Ito Formula +11
Stochastic Differential Equations—An Introduction With Applications
IEEE Transactions on Automatic Control · 2006 · 1.7K citations
Engineering, Stochastic Processes, Stochastic Calculus +5
Variational principles and free boundary problems
Advances in Engineering Software (1978) · 1983 · 793 citations
Free Boundary Problem, Calculus Of Variation, Variational Analysis +1
Saving and investing for early retirement: A theoretical analysis☆
Emmanuel Farhi, Stavros Panageas · Journal of Financial Economics · 2006 · 244 citations
Economics, Financial Economics, Early Retirement +8