An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches
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Publication:1940690
DOI10.1016/j.aml.2012.11.012zbMath1258.91228OpenAlexW2051416149MaRDI QIDQ1940690
Yong Hyun Shin, Jung Lim Koo, Byung Lim Koo
Publication date: 7 March 2013
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2012.11.012
portfolio selectiondynamic programming methodconsumption and leisurevoluntary retirementCobb-Douglas utility
Utility theory (91B16) Dynamic programming (90C39) Financial applications of other theories (91G80) Portfolio theory (91G10)
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