Consumption in incomplete markets
Year of publication: |
2020
|
---|---|
Authors: | Guasoni, Paolo ; Wang, Gu |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 2, p. 383-422
|
Subject: | Portfolios | Consumption | Incomplete markets | Power utility | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Marktmacht | Market power | Konsumtheorie | Consumption theory | Privater Konsum | Private consumption | Finanzmarkt | Financial market | CAPM |
-
Time-varying idiosyncratic risk and aggregate consumption dynamics
McKay, Alisdair, (2017)
-
An expansion in the model space in the context of utility maximization
Larsen, Kasper, (2018)
-
Optimal consumption and investment with Epstein-Zin recursive utility
Kraft, Holger, (2016)
- More ...
-
Hedge and mutual funds' fees and the separation of private investments
Guasoni, Paolo, (2015)
-
Hedge and Mutual Funds' Fees and the Separation of Private Investments
Guasoni, Paolo, (2014)
-
Should Commodity Investors Follow Commodities' Prices?
Guasoni, Paolo, (2019)
- More ...