Zhou Yang, Hyeng-Keun Koo. Optimal Consumption and Portfolio Selection with Early Retirement Option. Math. Oper. Res., 43(4):1378-1404, 2018. [doi]
@article{YangK18-12,
title = {Optimal Consumption and Portfolio Selection with Early Retirement Option},
author = {Zhou Yang and Hyeng-Keun Koo},
year = {2018},
doi = {10.1287/moor.2017.0909},
url = {https://doi.org/10.1287/moor.2017.0909},
researchr = {https://researchr.org/publication/YangK18-12},
cites = {0},
citedby = {0},
journal = {Math. Oper. Res.},
volume = {43},
number = {4},
pages = {1378-1404},
}