Alex Novikov

University of Technology Sydney (UTS)

Professor

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

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Scholarly Papers (1)

1.

Optimal Consumption, Investment and Housing with Means-Tested Public Pension in Retirement

Number of pages: 28 Posted: 28 Jun 2016 Last Revised: 06 May 2018
University of Technology Sydney (UTS), Macquarie University and University of Technology Sydney (UTS)
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Citation 1

Abstract:

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Dynamic programming, Stochastic control, Optimal policy, Retirement, Means-tested age pension, Defined contribution pension