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Comparison of mean-variance theory and expected : utility theory through a laboratory experiment
Morone, Andrea - 2005
Persistent link: https://www.econbiz.de/10003032857
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Relaxed optimization : how close is a consumer to satisfying first-order conditions?
De Clippel, Geoffroy; Rozen, Kareen - In: The review of economics and statistics 105 (2023) 4, pp. 883-898
Persistent link: https://www.econbiz.de/10014334259
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The significance of the market portfolio : theory and evidence
Athanasoulis, Stefano; Shiller, Robert J. - In: Current trends in economics : theory and applications; …, (pp. 73-105). 1999
Persistent link: https://www.econbiz.de/10001365492
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A discrete choice analysis of the household shares of risky assets
Sanromán, Graciela - 2002
Persistent link: https://www.econbiz.de/10001717745
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Essays on incomplete financial markets
Ebmeyer, Dirk - 2002
Persistent link: https://www.econbiz.de/10001656705
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Risk-adjusted performance measures and implied risk-attitudes
Plantinga, Auke; Groot, Sebastiaan de - 2001
Persistent link: https://www.econbiz.de/10001633533
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Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark - 1999
Persistent link: https://www.econbiz.de/10001427379
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Consumption and asset prices with homothetic recursive preferences
Fisher, Mark; Gilles, Christian - 1999
Persistent link: https://www.econbiz.de/10001427381
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Stochastic orders and their applications in financial optimization
Kijima, Masaaki; Ohnishi, Masamitsu - In: Mathematical methods of operations research 50 (1999) 2, pp. 351-372
Persistent link: https://www.econbiz.de/10001428857