On retirement time decision making

Optimal consumption and portfolio policies when asset prices follow a diffusion process

John C. Cox, Chi-fu Huang · Journal of Economic Theory · 1989 · 1.7K citations

Optimal Consumption, Economics, Portfolio Optimization +10

Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve · SIAM Journal on Control and Optimization · 1987 · 1.2K citations

General Consumption/investment Problem, Optimal Portfolio, Portfolio Management +23

Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model

Scott F. Richard · Journal of Financial Economics · 1975 · 442 citations

Optimal Consumption, Economics, Dynamic Economics +12

On time-inconsistent stochastic control in continuous time

Tomas Björk, Mariana Khapko, Agatha Murgoci · Finance and Stochastics · 2017 · 325 citations · Full text

Engineering, Game Theory, Stochastic Analysis +16

Annuitization and asset allocation

Moshe A. Milevsky, Virginia R. Young · Journal of Economic Dynamics and Control · 2007 · 279 citations

Financial Economics, Business, Asset Allocation +3