Optimal consumption and portfolio selection with early retirement option
Year of publication: |
November 2018
|
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Authors: | Yang, Zhou ; Koo, Hyeng-keun |
Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 43.2018, 4, p. 1378-1404
|
Subject: | mandatory retirement | early retirement option | consumption | portfolio selection | variational inequality | Portfolio-Management | Portfolio selection | Flexible Altersgrenze | Flexible retirement | Theorie | Theory | Altersgrenze | Retirement | Altersvorsorge | Retirement provision |
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