DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
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Publication:5488982
DOI10.1111/j.1467-9965.2006.00278.xzbMath1145.91343OpenAlexW2091020872MaRDI QIDQ5488982
Gyoocheol Shim, Kyoung Jin Choi
Publication date: 25 September 2006
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00278.x
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Portfolio theory (91G10)
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