Showing 1 - 10 of 180
Persistent link: https://www.econbiz.de/10013197576
This paper studies a life-cycle optimal portfolio-consumption problem when the consumption performance is measured by a shortfall aversion preference subjecting to an additional drawdown constraint on consumption rate. Meanwhile, the agent also dynamically chooses her life insurance premium to...
Persistent link: https://www.econbiz.de/10014030669
Persistent link: https://www.econbiz.de/10013365743
Persistent link: https://www.econbiz.de/10014463999
Persistent link: https://www.econbiz.de/10011442246
Persistent link: https://www.econbiz.de/10012704679
Persistent link: https://www.econbiz.de/10012515737
Persistent link: https://www.econbiz.de/10012657808
Persistent link: https://www.econbiz.de/10012239885
Persistent link: https://www.econbiz.de/10012055802