Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement (Q824656)
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scientific article; zbMATH DE number 7445881
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| English | Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement |
scientific article; zbMATH DE number 7445881 |
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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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0.88809407
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0.88775873
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0.88658255
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0.88492954
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0.8808607
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0.8798394
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0.87953985
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