An integral equation representation for optimal retirement strategies in portfolio selection problem
Year of publication: |
2021
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Authors: | Jeon, Junkee ; Koo, Hyeng-keun ; Shin, Yong Hyun ; Yang, Zhou |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 58.2021, 3, p. 885-914
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Subject: | Portfolio selection | Mandatory retirement | Early retirement | Free boundary | Mellin transform | Integral equation | Portfolio-Management | Theorie | Theory | Flexible Altersgrenze | Flexible retirement | Altersgrenze | Retirement |
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