Reference health

Optimal Retirement Planning Under Partial Information

https://doi.org/10.2139/ssrn.3209513
CiteStamped reference-health badge
32/32 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

3 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 32 checked references that resolve
resolves10.1142/s0219024917500297
EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY
resolves10.1007/s00186-010-0301-x
Optimal investment under partial information
resolves10.1016/j.jmateco.2007.09.004
Optimal investment decisions when time-horizon is uncertain
resolves10.1016/s0165-1889(03)00068-x
Optimal consumption–portfolio choices and retirement planning
resolves10.1016/j.spa.2005.11.010
Portfolio selection under incomplete information
resolves10.1093/0198296940.001.0001
Strategic Asset Allocation
resolves10.1111/j.1467-9965.2006.00278.x
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
resolves10.1111/j.1467-9965.2008.00341.x
OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
resolves10.1016/j.jfineco.2011.10.002
Longevity risk, retirement savings, and financial innovation
resolves10.1016/0022-0531(89)90067-7
Optimal consumption and portfolio policies when asset prices follow a diffusion process
resolves10.1016/j.insmatheco.2016.10.002
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
resolves10.1016/j.jet.2009.08.003
Lifetime consumption and investment: Retirement and constrained borrowing
resolves10.1287/moor.1110.0507
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
resolves10.1016/j.jfineco.2005.10.004
Saving and investing for early retirement: A theoretical analysis☆
resolves10.1111/j.1540-6261.1986.tb04538.x
Optimal Portfolio Choice Under Incomplete Information
resolves10.1098/rstl.1825.0026
XXIV. On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. In a letter to Francis Baily, Esq. F. R. S. &c
resolves10.1111/j.1467-9965.1991.tb00012.x
Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case<sup>1</sup>
resolves10.1016/0022-0531(91)90123-l
Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
resolves10.1214/aoap/1177005770
Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence
resolves10.1137/0325086
Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
resolves10.1137/0329039
Martingale and Duality Methods for Utility Maximization in an Incomplete Market
resolves10.1016/j.jmaa.2015.03.025
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: A dynamic programming approach
resolves10.1142/s0219024916500187
LEARNING AND PORTFOLIO DECISIONS FOR CRRA INVESTORS
resolves10.1016/0022-0531(71)90038-x
Optimum consumption and portfolio rules in a continuous-time model
resolves10.1016/j.insmatheco.2015.05.002
Optimal retirement income tontines
resolves10.1016/j.jedc.2008.02.005
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
resolves10.3386/w14646
Learning in Financial Markets
resolves10.1287/moor.11.2.371
A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
resolves10.1016/j.jbankfin.2006.10.015
Optimal life insurance purchase and consumption/investment under uncertain lifetime
resolves10.1080/03461238.2010.506688
A handbook of parametric survival models for actuarial use
resolves10.1239/jap/1118777176
Portfolio optimization with unobservable Markov-modulated drift process
resolves10.1007/s00780-004-0132-9
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain
The 3 references without a DOI — listed, not checked
no DOI — not checkedref14
no DOI — not checkedref18
no DOI — not checkedref24
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-28 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.2139/ssrn.3209513"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3209513/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.3209513/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.3209513)