Faisal Habib

York University - Schulich School of Business

Sessional Lecturer in Finance

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

CANNEX Financial Exchanges Limited

VP Research

1200 Bay Street Suite 1001

Toronto, ON M5R 2A5

Canada

http://www.cannex.com

SCHOLARLY PAPERS

2

DOWNLOADS

378

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin

Number of pages: 17 Posted: 31 Mar 2017 Last Revised: 10 Apr 2017
Faisal Habib, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 318 (118,969)
Citation 2

Abstract:

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Dynamic Programming; Stochastic Control; HJB; Consumption; Retirement; Pension; Withdrawal Rate; Spending Rate; Portfolio Choice; Decumulation; Withdrawal Strategy; Wealth Depletion Time

2.

Optimal Allocation to Deferred Income Annuities

Number of pages: 18 Posted: 06 Dec 2018 Last Revised: 16 Mar 2019
York University - Schulich School of Business, York University - Department of Mathematics and Statistics, York University, Students, York University - Department of Mathematics and Statistics and York University
Downloads 60 (436,339)

Abstract:

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lifecycle, optimization, optimal control, HJB