Portfolio and consumption optimization problem with cobb-Douglas utility and negative wealth constraints
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Publication:3174711
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Cites work
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
- Lifetime consumption and investment: retirement and constrained borrowing
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints
- Optimal retirement strategy with a negative wealth constraint
- Optimum consumption and portfolio rules in a continuous-time model
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