Optimal Consumption and Investment with Mortality Risk and State Price-Dependent Utilities
Year of publication: |
[2023]
|
---|---|
Authors: | Londoño, Jaime A. |
Publisher: |
[S.l.] : SSRN |
Subject: | Sterblichkeit | Mortality | Risiko | Risk | Portfolio-Management | Portfolio selection | Nachfragetheorie des Haushalts | Consumer demand theory | Lebenszyklus | Life cycle | Konsumtheorie | Consumption theory |
-
Life-Cycle Consumption and Portfolio Choice with an Imperfect Predictor
Zhang, Yuxin, (2017)
-
Estimating sentiment and risk in a consumption model : a factor analysis approach
Bouaddi, Mohammed, (2024)
-
Optimal consumption and portfolio choices in the stochastic SIS model
Li, Shilin, (2022)
- More ...
-
A Sensitive Inter-Temporal Equilibrium Model For Relative Well-Being
Londoño, Jaime A., (2015)
-
A New Logistic-Type Model for Pricing European Options
Londoño, Jaime A., (2015)
-
Duesenberry Equilibrium and Heterogenous Agents
Londoño, Jaime A., (2015)
- More ...