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Term structure modeling for pension funds : what to do in practice?

Vlaar, Peter J. G. - 2006

Persistent link: https://www.econbiz.de/10003401861

Investment strategies for HARA utility function : a general algebraic approximated solution

Menoncin, Francesco (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001717456

The share market boom and the recent disinflation in the OECD countries : the tax-effects, the inflation-illusion and the risk-aversion hypothesis reconsidered

Madsen, Jakob Brøchner - In: The quarterly review of economics and finance : journal … 42 (2002) 1, pp. 115-141

Persistent link: https://www.econbiz.de/10001648624

Time-varying risk aversion and unexpected inflation

Brandt, Michael W.; Wang, Kevin Q. - In: Journal of monetary economics 50 (2003) 7, pp. 1457-1498

Persistent link: https://www.econbiz.de/10001817498

Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty : Are popular recommendations consistent with rational behavior?

Munk, Claus; Sørensen, Carsten; Vinther, Tina Nygaard - In: International review of economics & finance : IREF 13 (2004) 2, pp. 141-166

Persistent link: https://www.econbiz.de/10002030574

Multiplicative Risk Prudence, Inflation Uncertainty and the Real Risk-Free Rate Puzzle

Wong, George - 2010

We examine the optimal saving decision of individuals who face a multiplicative risk. An individual is defined to be multiplicative risk prudent if multiplying a pure risk to her future wealth raises her optimal savings. We show that convex marginal utility is not sufficient to induce...

Persistent link: https://www.econbiz.de/10013139906