Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
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References listed on IDEAS
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More about this item
KeywordsHyperbolic discounting; Time-inconsistent optimization problem; Non-local HJB equation; Equilibrium strategies; PDE;
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G1 - Financial Economics - - General Financial Markets
- D9 - Microeconomics - - Micro-Based Behavioral Economics
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