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Robo-advising : learning investors' risk preferences via portfolio choices

Alsabah, Humoud; Capponi, Agostino; Lacedelli, Octavio Ruiz - In: Journal of financial econometrics 19 (2021) 2, pp. 369-392

Persistent link: https://www.econbiz.de/10012620056

Optimal life cycle asset allocation : understanding the empirical evidence

Gomes, Francisco J. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001996444

When can life cycle investors benefit from time-varying bond risk premia?

Koijen, Ralph S. J.; Nijman, Theodore E.; Werker, Bas J. M. - In: The review of financial studies 23 (2010) 2, pp. 741-780

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Consumption and portfolio selection with labor income : a discrete-time approach

Koo, Hyeng-keun - In: Mathematical methods of operations research 50 (1999) 2, pp. 219-243

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Investing with Liquid and Illiquid Assets

Bichuch, Maxim - 2016

We find optimal trading policies for long-term investors with constant relative risk aversion and constant investment opportunities, which include one safe asset, liquid risky assets, and an illiquid risky asset trading with proportional costs. Access to liquid assets creates a diversification...

Persistent link: https://www.econbiz.de/10013005669