A preference change and discretionary stopping in a consumption and portfolio selection problem

DOI10.1007/s001860400391zbMath1114.91048MaRDI QIDQ2573778

Hyeng Keun Koo, Kyoung Jin Choi

Publication date: 24 November 2005

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860400391

zbMATH Keywords

Retirement; Utility maximization; Discretionary stopping; Preference change

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

91G10: Portfolio theory

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