Robust consumption and portfolio choice for time varying investment opportunities (Q666461): Difference between revisions

@@ Property / cites work @@
+Consumption and Portfolio Decisions when Expected Returns are Time Varying
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation in a continuous-time VAR model
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Robust control and model misspecification
@@ Property / cites work: Robust control and model misspecification / rank @@
+Normal rank
@@ Property / cites work @@
+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio selection with stochastic differential utility
+Normal rank
@@ Property / cites work @@
+Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.
+Normal rank