Optimal retirement strategy with a negative wealth constraint
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Publication:1785214
DOI10.1016/j.orl.2014.02.005zbMath1408.91202OpenAlexW1986172007MaRDI QIDQ1785214
Publication date: 28 September 2018
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2014.02.005
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Financial applications of other theories (91G80) Portfolio theory (91G10)
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