Portfolio-consumption choice problem with voluntary retirement and consumption constraints-Reference-Cited by-同舟云学术

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Portfolio-consumption choice problem with voluntary retirement and consumption constraints

Published:2024-08 Issue: Volume:445 Page:115839
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Mai Ruifeng,Yang Zhou^ORCID,Lai Yingyi,Lin Jianwei

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference29 articles.

1. Lifetime portfolio selection under uncertainty: The continuous-time case;Merton;Rev. Econom.,1969

2. Optimum consumption and portfolio rules in a continuous-time model;Merton;J. Econom. Theory,1971

3. Explicit solution of a general consumption/investment problem;Karatzas;Math. Oper. Res.,1986

4. Optimization problems in the theory of continuous trading;Karatzas;SIAM J. Control Optim.,1989

5. An exact solution to a dynamic portfolio choice problem under transactions costs;Dumas;J. Finance,1991

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