Voluntary retirement and portfolio selection: dynamic programming approaches
From MaRDI portal
Publication:441924
DOI10.1016/j.aml.2012.03.023zbMath1244.91113MaRDI QIDQ441924
Publication date: 8 August 2012
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.03.023
Related Items
An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach, An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints, An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints, An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
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