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Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2015
Persistent link: https://www.econbiz.de/10011796068
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Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 487-521
Persistent link: https://www.econbiz.de/10003882796
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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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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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Portfolio selection with monotone mean-variance preferences
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; … - 2008
Persistent link: https://www.econbiz.de/10013443438
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Portfolio choice and life insurance : the CRRA case
Huang, Huaxiong; Milevsky, Moshe Arye; Wang, Jin - In: The journal of risk and insurance : the journal of the … 75 (2008) 4, pp. 847-872
Persistent link: https://www.econbiz.de/10003790351
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Risk management of pensions from the perspective of loss aversion
Binswanger, Johannes - In: Journal of public economics 91 (2007) 3/4, pp. 641-667
Persistent link: https://www.econbiz.de/10003428549
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Dual representation of choice and aspirational preferences
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2010
Persistent link: https://www.econbiz.de/10008667692
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Dual representation of choice and aspirational preferences
Brown, David B.; De Giorgi, Enrico; Sim, Melvyn - 2010
The appendix can be found at: "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194" http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2005194 We consider choice over uncertain, monetary payoffs and study a general class of preferences. These preferences favor diversification, except...
Persistent link: https://www.econbiz.de/10003970449