Pages that link to "Item:Q1940690"
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The following pages link to An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches (Q1940690):
Displayed 7 items.
- An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach (Q262572) (← links)
- An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints (Q346618) (← links)
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (Q1681694) (← links)
- An exactly solvable multiple stochastic optimal stopping problem (Q1712232) (← links)
- Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model (Q2020524) (← links)
- Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility (Q2140305) (← links)
- The optimal investment problem with inflation and liquidity risk (Q6079953) (← links)