Optimal retirement and portfolio selection with consumption ratcheting (Q2190059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal retirement and portfolio selection with consumption ratcheting |
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Optimal retirement and portfolio selection with consumption ratcheting (English)
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18 June 2020
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portfolio selection
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consumption ratcheting
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Duesenberry
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early retirement option
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singular control problem
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optimal stopping problem
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