An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach (Q262572)
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scientific article; zbMATH DE number 6560990
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| English | An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach |
scientific article; zbMATH DE number 6560990 |
Statements
An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach (English)
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30 March 2016
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consumption and leisure
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portfolio selection
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voluntary retirement
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CES utility
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dynamic programming method
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free boundary value problem
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0.9699651
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0.9211838
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0.91623205
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0.8902217
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0.8891222
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0.8823286
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0.88092977
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0.87646735
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0.8701219
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