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Dan Haylett: Retirement Planning = Life Planning

A U.K.-based financial advisor discusses why people over 50 are often underserved by the financial-services industry, ways to ease into retirement, and what it means to be a ‘retirement rebel.’ ....

United Kingdom , Dan Sullivan , Monte Carlo , Carl Richards , Mitch Anthony , Christine Benz , Andy Murphy , Neil Jones , Ashley Quamme , Jeff Ptak , Michael Finke , David Blanchett , Kari Greczek , Wade Pfau , Michael Kitces , Paul Armson , George Castady , Dan Haylett , National Health Service , Morningstar Research Services , Essex Community Foundation , Exchange Commission , Morningstar Inc , Listen Now , Long View , Apple Podcasts ,

"Optimal asset allocation under search frictions and stochastic interes" by Ning Wang, Song Ping Zhu et al.

In this paper, we investigate an optimal asset allocation problem in a financial market consisting of one risk-free asset, one liquid risky asset and one illiquid risky asset. The liquidity risk stems from the asset that cannot be traded continuously, and the trading opportunities are captured by a Poisson process with constant intensity. Also, it is assumed that the interest rate is stochastically varying and follows the Cox–Ingersoll–Ross model. The performance functional of the decision maker is selected as the expected logarithmic utility of the total wealth at terminal time. The dynamic programming principle coupled with the Hamilton–Jacobi–Bellman equation has been adopted to solve this stochastic optimal control problem. In order to reduce the dimension of the problem, we introduce the proportion of the wealth invested in the illiquid risky asset and derive the semi-analytical form of the value function using a separation principle. A finite difference method is employed ....

Expected Utility Maximization , Finite Difference Method , Optimal Asset Allocation , Search Frictions , Tochastic Control , Stochastic Interest Rate ,

Findings in Discrete and Continuous Dynamical Systems Reported from Southwest Jiaotong University (Optimal Asset Allocation for CRRA and CARA Insurers under the Vasicek Interest Rate Model): Discrete and Continuous Dynamical Systems

2022 FEB 08 By a News Reporter-Staff News Editor at Insurance Daily News Investigators publish new report on discrete and continuous dynamical systems. According to news reporting originating from Southwest Jiaotong University by NewsRx correspondents, research stated,“ This paper considers the reinsurance-investment problem with interest rate. ....

National Natural Science Foundation Of China , Jiaotong University , Insurance Daily , Reporter Staff News Editor , Natural Science Foundation , Optimal Asset Allocation , Vasicek Interest Rate , Discrete Dynamics ,