Optimal retirement and portfolio selection with consumption ratcheting
type: Item
instance of: scholarly article
title: Optimal retirement and portfolio selection with consumption ratcheting
zbMATH Open document ID: 1443.91261
author: Junkee Jeon
author: Kyunghyun Park
published in: Mathematics and Financial Economics
publication date: 2020-06-18T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 7212867
zbMATH Keywords: portfolio selection
zbMATH Keywords: consumption ratcheting
zbMATH Keywords: Duesenberry
zbMATH Keywords: early retirement option
zbMATH Keywords: singular control problem
zbMATH Keywords: optimal stopping problem
MaRDI profile type: MaRDI publication profile
full work available at URL: s11579-020-00259-w
OpenAlex ID: W3006235597
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DOI: 10.1007/S11579-020-00259-W
description: scientific article; zbMATH DE number 7212867