Dynamic asset allocation with consumption ratcheting post retirement (Q2657292): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.amc.2020.125418 / rank
 
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Property / OpenAlex ID: W3037489776 / rank
 
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Latest revision as of 18:09, 24 July 2024

scientific article
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Dynamic asset allocation with consumption ratcheting post retirement
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    Dynamic asset allocation with consumption ratcheting post retirement (English)
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    12 March 2021
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    consumption ratcheting
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    optimal consumption/investment
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    optimal retirement
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    optimal stopping problem
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    variational inequality
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