Optimal portfolio, consumption and retirement decision under a preference change

Journal of Mathematical Analysis and Applications

Volumn 355, Issue 2, 2009, Pages 527-540

  Kwak, Minsuk ^a   Shin, Yong Hyun ^b   Choi, U Jin ^a  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Korea Institute for Advanced Study   (South Korea)

Author keywords

Consumption; Disutility; Labor wage; Portfolio selection; Preference change; Retirement; Utility maximization

Indexed keywords

EID: 62549101284     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2009.02.004     Document Type: Article

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