Optimal investment, consumption and retirement decision with disutility and borrowing constraints
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Publication:4911231
DOI10.1080/14697680903369526zbMath1258.91203MaRDI QIDQ4911231
Publication date: 14 March 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903369526
consumption; portfolio selection; retirement; borrowing constraints; labor income; disutility; general utility function
91B16: Utility theory
91G50: Corporate finance (dividends, real options, etc.)
91G10: Portfolio theory
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