Optimal asset allocation, consumption and retirement time with the variation in habitual persistence
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Publication:2670116
DOI10.1016/j.insmatheco.2021.10.004zbMath1484.91386arXiv2103.16800OpenAlexW3214501913MaRDI QIDQ2670116
Lin He, Yilun Song, Qi Ye, Zongxia Liang
Publication date: 10 March 2022
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.16800
optimal consumptionretirement consumption puzzlehabitual persistencemartingale and duality methodsoptimal retirement time
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