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Optimal Consumption and Portfolio Selection with Early Retirement Option

Yang, Z; Koo, HK

Yang, Z (reprint author), South China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China.

MATHEMATICS OF OPERATIONS RESEARCH, 2018; 43 (4): 1378

Abstract

In this paper we propose an approach to investigate a model of consumption and investment with a mandatory retirement date and early retirement option......

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