Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement |
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Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (English)
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15 December 2021
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dynamic programming method
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free boundary value problem
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optimal stopping time
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risk aversion change
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subsistence consumption
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