Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Year of publication: |
2021
|
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Authors: | Lichtenstern, Andreas ; Shevchenko, Pavel V. ; Zagst, Rudi |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 15.2021, 2, p. 275-313
|
Subject: | Pension investments | Optimal life-cycle consumption and investment | Age-dependent risk aversion | HARA utility function | Martingale method | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Lebenszyklus | Life cycle | Risikopräferenz | Risk attitude | Nutzenfunktion | Utility function | Konsumtheorie | Consumption theory | Einkommenshypothese | Income hypothesis | Privater Konsum | Private consumption |
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