Similar Search Results

Mortality decline, impatience and aggregate wealth accumulation with risk-sensitive preferences

Bommier, Antoine - 2014

Persistent link: https://www.econbiz.de/10010359332

Recursive preferences, the value of life, and household finance

Bommier, Antoine; Harenberg, Daniel; Le Grand, François; … - 2020

Persistent link: https://www.econbiz.de/10012319445

On the shape of risk aversion and asset allocation

Six, Pierre - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-27

Persistent link: https://www.econbiz.de/10010498792

Risk and intertemporal substitution : livestock portfolios and off-take among Kenyan pastoralists

Lybbert, Travis J.; McPeak, John G. - In: Journal of development economics 97 (2012) 2, pp. 415-426

Persistent link: https://www.econbiz.de/10009491879

Personal finance and life insurance under separation of risk aversion and elasticity of substitution

Jensen, N. E.; Steffensen, M. - In: Insurance / Mathematics & economics 62 (2015), pp. 28-41

Persistent link: https://www.econbiz.de/10011312090

Lifetime asset allocation with long run risk and time various risk aversion

Tang, Tao; Luo, Ronghua; Gu, Jing - In: International review of economics & finance : IREF 86 (2023), pp. 230-251

Persistent link: https://www.econbiz.de/10014431337

Non-market wealth, background risk and portfolio choice

Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. - 2007

We examine the effects of non-portfolio risks on optimal portfolio choice. Examples of non-portfolio risks include, among others, uncertain labor income, uncertainty about the terminal value of fixed assets such as housing and uncertainty about future tax liabilities. In particular, while some...