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Volumn 61, Issue 3, 2005, Pages 419-435

A preference change and discretionary stopping in a consumption and porfolio selection problem

Author keywords

Discretionary stopping; Preference change; Retirement; Utility maximization

Indexed keywords

ECONOMICS; INDUSTRIAL PLANTS; INVESTMENTS; PERSONNEL;

EID: 23744461376     PISSN: 14322994     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001860400391     Document Type: Article
Times cited : (12)

References (15)
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  • 3
    • 33644571270 scopus 로고    scopus 로고
    • Disutility, optimal retirement, and portfolio selection
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  • 4
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    • Optimal consumption and portfolio policies when asset prices follow a diffusion process
    • Cox J, Huang, CF (1989) Optimal consumption and portfolio policies when asset prices follow a diffusion process. J. Econ. Theory 49:33-83
    • (1989) J. Econ. Theory , vol.49 , pp. 33-83
    • Cox, J.1    Huang, C.F.2
  • 5
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    • Jeanblac M, Lakner P, Kadam A (2004) Optimal bankrupcy time and consumption/investment policies on an infinite horizon with a continuous debt repayment until bankrupcy. Math. Oper. Res. 29:649-671
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  • 6
    • 0024771922 scopus 로고
    • Optimization problems in the theory of continues trading
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  • 7
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    • Optimal portfolio and consumption decisions for a small investor on a finite horizon
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  • 8
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    • Explicit solution of a general consumption/investment problem
    • Karatzas I, Lehoczky J, Sethi S, Shreve S (1986) Explicit solution of a general consumption/investment problem. Math. Oper. Res. 11:261-294
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    • Karatzas, I.1    Lehoczky, J.2    Sethi, S.3    Shreve, S.4
  • 10
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    • Utility maximization with discretionary stopping
    • Karatzas, I., Wang, H (2000). Utility maximization with discretionary stopping. SIAM J. Control Optim. 39:306-329
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  • 12
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    • Life time portfolio selection under uncertainty: The continuous-time
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  • 15
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    • A stochastic calulus model of continuos trading: Optimal portfolios
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.