Cover Image

Bifurcation in optimal retirement

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ashraf, Bushra Shehnam, Salisbury, Thomas S.
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management 91G05, 91G10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
by: Lamert, Kerstin, et al.
Published: (2023)

Asymptotic methods for transaction costs
by: Mayerhofer, Eberhard
Published: (2024)

The Sherman-Morrison-Markowitz Portfolio
by: Pav, Steven E.
Published: (2026)

Robo-Advising in Motion: A Model Predictive Control Approach
by: Bielecki, Tomasz R., et al.
Published: (2026)

High order universal portfolios
by: Turinici, Gabriel
Published: (2023)

Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent
by: Liang, Gechun, et al.
Published: (2023)

Two-fund separation under hyperbolically distributed returns and concave utility functions
by: Abudurexiti, Nuerxiati, et al.
Published: (2024)

Dynamic portfolio selection under generalized disappointment aversion
by: Liang, Zongxia, et al.
Published: (2024)

A Clarifying Note on Long-Horizon Investment and Dollar-Cost Averaging: An Effective Investment Exposure Perspective
by: Sato, Zeusu
Published: (2025)

Decrease of capital guarantees in life insurance products: can reinsurance stop it?
by: Escobar-Anel, Marcos, et al.
Published: (2021)

Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
by: Mink, Mark, et al.
Published: (2022)

Risk-Sensitive Investment Management via Free Energy-Entropy Duality
by: Lleo, Sebastien, et al.
Published: (2026)

Rank-Dependent Predictable Forward Performance Processes
by: Angoshtari, Bahman, et al.
Published: (2024)

Optimal annuitization with labor income under age-dependent force of mortality
by: Birungi, Criscent, et al.
Published: (2025)

Selection Confidence Sets for Equally Weighted Portfolios
by: Ferrari, Davide, et al.
Published: (2025)

The geometry of higher order modern portfolio theory
by: Horobet, Emil
Published: (2025)

M6 Investment Challenge: The Role of Luck and Strategic Considerations
by: Staněk, Filip
Published: (2024)

Almost Perfect Shadow Prices
by: Mayerhofer, Eberhard
Published: (2024)

Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
by: Havrylenko, Yevhen, et al.
Published: (2022)

Portfolio optimisation: bridging the gap between theory and practice
by: Valle, Cristiano Arbex
Published: (2024)

Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by: Ossa, Genjis A., et al.
Published: (2025)

Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
by: Fei, Zhe, et al.
Published: (2025)

Exploratory Randomization for Discrete-Time Risk-Sensitive Benchmarked Investment Management with Reinforcement Learning
by: Lleo, Sebastien, et al.
Published: (2026)

Risk-aware Trading Portfolio Optimization
by: Bianchetti, Marco, et al.
Published: (2025)

Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
by: Alonso-Garcia, Jennifer, et al.
Published: (2025)

Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
by: Kopeliovich, Yaacov, et al.
Published: (2024)

Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios
by: Cotton, Peter
Published: (2024)

Money-Back Tontines for Retirement Decumulation: Neural-Network Optimization under Systematic Longevity Risk
by: Orozco, German Nova, et al.
Published: (2026)

Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift
by: Gabih, Abdelali, et al.
Published: (2022)

Robust optimal consumption, investment and reinsurance for recursive preferences
by: Dadzie, Elizabeth, et al.
Published: (2025)

Feasibility-First Satellite Integration in Robust Portfolio Architectures
by: Garrone, Roberto
Published: (2026)

A post hoc test on the Sharpe ratio
by: Pav, Steven
Published: (2019)

Pathwise analysis of log-optimal portfolios
by: Allan, Andrew L., et al.
Published: (2025)

Beyond Picking Winners: Correlation-Driven Tail Risk in Venture Capital Portfolio Construction
by: Liang, Yunqi, et al.
Published: (2026)

Robust Utility Optimization via a GAN Approach
by: Krach, Florian, et al.
Published: (2024)

Time-consistent portfolio selection with monotone mean-variance preferences
by: Wang, Yike, et al.
Published: (2025)

The PEAL Method: a mathematical framework to streamline securitization structuring
by: Pinto, Andrea, et al.
Published: (2024)

Nonconcave Portfolio Choice under Smooth Ambiguity
by: Borgonovo, Emanuele, et al.
Published: (2026)

Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
by: Sikaria, Shubhangi, et al.
Published: (2019)

Post Selection Estimation of Sharpe Ratios
by: Pav, Steven E.
Published: (2026)