Portfolio selection with consumption ratcheting
Year of publication: |
July 2018
|
---|---|
Authors: | Jeon, Junkee ; Koo, Hyeng-keun ; Shin, Yong Hyun |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 92.2018, p. 153-182
|
Subject: | Portfolio selection | Intolerance for decline in consumption | Risk attitude | Asset pricing | Theorie | Theory | Portfolio-Management | CAPM | Risikopräferenz | Privater Konsum | Private consumption | Konsumentenverhalten | Consumer behaviour |
-
Essays on the economics of uncertainty
Szeidl, Adam, (2004)
-
Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter, (2001)
-
Collective risk-taking decisions with heterogeneous beliefs
Gollier, Christian, (2003)
- More ...
-
An integral equation representation for optimal retirement strategies in portfolio selection problem
Jeon, Junkee, (2021)
-
Optimal consumption/investment and retirement with necessities and luxuries
Koo, Hyeng-keun, (2021)
-
Optimal finite horizon contract with limited commitment
Jeon, Junkee, (2022)
- More ...