An optimal job, consumption/leisure, and investment policy

DOI10.1016/J.ORL.2014.01.009zbMath1408.91204OpenAlexW2077257149MaRDI QIDQ1667208

Yong Hyun Shin, Gyoocheol Shim

Publication date: 27 August 2018

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2014.01.009

zbMATH Keywords

consumptionleisureportfolio selectionmartingale methodjob choice

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (12)

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Cites Work

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• Utility Maximization with Discretionary Stopping
• Optimal investment, consumption and retirement decision with disutility and borrowing constraints
• DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION

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