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Optimal spending of a wealth fund in the discrete time life cycle model

Aase, Knut K. - 2023

Persistent link: https://www.econbiz.de/10014289190

Human capital, weak identification, and asset pricing

Zhang, Qiang - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 873-899

Persistent link: https://www.econbiz.de/10003343651

State (wealth)-dependent discounting of future resources

Bishop, Thomas - In: International journal of decision sciences, risk and … 6 (2015) 2, pp. 128-168

Persistent link: https://www.econbiz.de/10011549572

Consumption discount rates, risk aversion and wealth in low-income countries : evidence from a field experiment in rural Ethiopia

Yesuf, Mahmud; Bluffstone, Randall Ames - In: Journal of African economies 28 (2019) 1, pp. 18-38

Persistent link: https://www.econbiz.de/10012103317

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

Bommier, Antoine - 2014

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

Risk aversion and wealth : evidence from person-to-person lending portfolios

Paravisini, Daniel; Rappoport, Veronica; Ravina, Enrichetta - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 279-297

Persistent link: https://www.econbiz.de/10011646452

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

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...

Persistent link: https://www.econbiz.de/10003876712

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

Risk Aversion and Wealth : Evidence from Person-to-Person Lending Portfolios

Paravisini, Daniel - 2010

changes in wealth. In the cross section, we find that wealthier investors are more risk averse. Using changes in house prices … as a source of variation, we find that investors become more risk averse after a negative wealth shock. These preferences …

Persistent link: https://www.econbiz.de/10012462592

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