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Mortality decline, impatience and aggregate wealth accumulation with risk-sensitive preferences
Bommier, Antoine - 2014
Persistent link: https://www.econbiz.de/10010359332
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An analytical approach for behavioral portfolio model with time discounting preference
Yang, Guang; Liu, Xinwang; Qin, Jindong; Khan, Ahmed - In: RAIRO / Operations research 52 (2018) 3, pp. 691-712
Persistent link: https://www.econbiz.de/10011987156
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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
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Goal-based investing with cumulative prospect theory and satisficing behavior
De Giorgi, Enrico - 2009
Persistent link: https://www.econbiz.de/10003885897
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Utility maximization, risk aversion, and stochastic dominance
Beiglböck, Mathias; Muhle-Karbe, Johannes; Temme, Johannes - 2011
Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim is to study the …
Persistent link: https://www.econbiz.de/10009009482
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Optimal investment and consumption models with non-linear stock dynamics
Zariphopoulou-Souganidis, Thaleia - In: Mathematical methods of operations research 50 (1999) 2, pp. 271-296
Persistent link: https://www.econbiz.de/10001428783
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Estimation risk and optimal portfolio choice
Bawa, Vijay S.; Brown, Stephen J.; Klein, Roger W. - 1979
Persistent link: https://www.econbiz.de/10012874006
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Monotonicity properties of optimal investment strategies for log-Brownian asset prices
Borell, Christer - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 143-153
Persistent link: https://www.econbiz.de/10003543113
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Does relative risk aversion vary with wealth? : evidence from households' portfolio data
Liu, Xuan; Yang, Fang; Cai, Zongwu - 2013
Persistent link: https://www.econbiz.de/10010237493
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Risk Aversion and Wealth : Evidence from Person-to-Person Lending Portfolios
Paravisini, Daniel - 2015
elasticity of risk aversion to changes in wealth. We find that wealthier investors are more risk averse in the cross section, and … that investors become more risk averse after a negative housing wealth shock. Thus, investors exhibit preferences …
Persistent link: https://www.econbiz.de/10013039243