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Elasticity optimism
Imbs, Jean; Méjean, Isabelle - 2009
Persistent link: https://www.econbiz.de/10003813483
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Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George; Viceira, Luis M. - 2005
Persistent link: https://www.econbiz.de/10002648034
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Precautionary saving and consumption smoothing across time and possibilities
Kimball, Miles S. - 2003
Persistent link: https://www.econbiz.de/10013424332
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Asymmetries and portfolio choice
Dahlquist, Magnus; Farago, Adam; Tédongap, Roméo - 2015
Persistent link: https://www.econbiz.de/10011316555
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The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat S.; Uppal, Raman - 2005
Persistent link: https://www.econbiz.de/10002863179
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Risk aversion and optimal portfolio policies in partial and general equilibrium economies
Kogan, Leonid - 2002
Persistent link: https://www.econbiz.de/10013423896
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Performance measurement with loss aversion
Gemmill, Gordon; Hwang, Soosung; Salmon, Mark - 2005
Persistent link: https://www.econbiz.de/10003096266
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Making parametric portfolio policies work
Gehrig, Thomas P.; Sögner, Leopold; Westerkamp, Arne - 2018
Persistent link: https://www.econbiz.de/10011982320
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Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter; Weber, Martin - 2003
Persistent link: https://www.econbiz.de/10001748020
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Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
Nielsen, Lars Tyge - 1997
Persistent link: https://www.econbiz.de/10013422360