1 |
N. Gong, T. Li, Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption, Applied Mathematics and Computation (2006), no. 174, 710-731.
|
2 |
M. Jeanblanc, P. Lakner, and A. Kadam, Optimal bankruptcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankruptcy, Mathematics of Operations Research (2004), no. 29, 649-671.
|
3 |
I. Karatzas, J.P. Lehoczky, S.P. Sethi, and S.E. Shreve, Explicit solution of a general consumption/investment problem, Mathematics of Operations Research (1986), no. 11, 261-294.
|
4 |
H. Lee, B.H. Lim, Strategic default and post-bankruptcy liquidity constraint, Working paper (2020).
|
5 |
B.H. Lim, H. Lee, and Y.H. Shin, The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement, Finance Research Letters (2018), no. 25, 213-221.
|
6 |
P. Lakner, L.M. Nygren, Portfolio optimization with downside constraints, Mathematical Finance (2006), no. 16, 283-299.
|
7 |
H.-S. Lee, Y.H. Shin, An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints, Japan Journal of Industrial and Applied Mathematics (2016), no. 33, 297-320.
|
8 |
B.H. Lim, Y.H. Shin, and U.J. Choi, Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints, Journal of Mathematical Analysis and Applications 3 (2008), no. 345, 109-122.
|
9 |
Y.H. Shin, B.H. Lim, Comparison of optimal portfolios with and without subsistence consumption constraints, Nonlinear Analysis (2011), no. 74, 50-58.
|
10 |
Y.H. Shin, B.H. Lim, and U.J. Choi, Optimal consumption and portfolio selection problem with downside consumption constraints, Applied Mathematics and Computation (2007), no. 188, 1801-1811.
|