Labor supply flexibility and portfolio selection with early retirement option
DOI10.1007/S00245-023-10066-6zbMATH Open1530.91529OpenAlexW4387704045MaRDI QIDQ6072097FDOQ6072097
Authors: Junkee Jeon, Jehan Oh 
Publication date: 29 November 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-023-10066-6
Recommendations
free boundary problemoptimal stopping problemportfolio selectionearly retirementlabor supplystochastic wage rate
Portfolio theory (91G10) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20) Duality theory (optimization) (49N15)
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