An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (Q1681694)

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scientific article; zbMATH DE number 6812386
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An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints
scientific article; zbMATH DE number 6812386

    Statements

    An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints (English)
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    24 November 2017
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    negative wealth constraints
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    Cobb-Douglas utility
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    dynamic programming method
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    portfolio selection
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