CARA UTILITY AND OPTIMAL RETIREMENT

DOI10.14317/JAMI.2021.215zbMath1499.91112OpenAlexW3126690672MaRDI QIDQ5020322

Jongsung Choi, Ho-Seok Lee

Publication date: 5 January 2022

Full work available at URL: http://koreascience.or.kr:80/article/JAKO202109950461287.pdf

zbMATH Keywords

Bellman equationportfolio selectionretirementCARA utilitysubsistence consumption

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility
• Portfolio selection with subsistence consumption constraints and CARA utility
• An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION

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