Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio
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Publication:6179929
DOI10.1007/s13160-023-00609-3MaRDI QIDQ6179929
Seryoong Ahn, Ji-Hun Yoon, Unnamed Author
Publication date: 18 January 2024
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
dynamic programmingoptimal stoppingmortgage interest ratehousing choiceloan-to-value ratiohousing service
Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)
Cites Work
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- Optimal Consumption and Portfolio Selection with Early Retirement Option
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
- On optimal portfolio choice under stochastic interest rates
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