Dynamic consumption and portfolio decisions with time varying asset returns
Year of publication: |
2009
|
---|---|
Authors: | Semmler, Willi ; Grüne, Lars ; Öhrlein, Caroline |
Published in: |
The journal of wealth management. - New York, NY : Pageant Media Ltd., ISSN 1534-7524, ZDB-ID 2090078-8. - Vol. 12.2009/10, 2, p. 21-47
|
Subject: | Konsumtheorie | Consumption theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM |
-
An empirical investigation of consumption-based asset pricing models with stochastic habit formation
Dai, Qiang, (2014)
-
Wu, Huiling, (2018)
-
Robust consumption and portfolio rules when asset returns are predictable
Lioui, Abraham, (2013)
- More ...
-
Dynamic consumption and portfolio decisions with time varying asset returns
Semmler, Willi, (2009)
-
Using Nonlinear Model Predictive Control for Dynamic Decision Problems in Economics
Semmler, Willi, (2013)
-
Thresholds in a credit market model with multiple equilibria
Grüne, Lars, (2001)
- More ...