PORTFOLIO AND CONSUMPTION OPTIMIZATION PROBLEM WITH COBB-DOUGLAS UTILITY AND NEGATIVE WEALTH CONSTRAINTS
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Publication:3174711
DOI10.14317/jami.2018.301zbMath1403.91325OpenAlexW3030674295MaRDI QIDQ3174711
Publication date: 18 July 2018
Full work available at URL: http://koreascience.or.kr:80/article/JAKO201816363646801.pdf
Cites Work
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- Lifetime consumption and investment: retirement and constrained borrowing
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- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
- Optimal retirement strategy with a negative wealth constraint
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints