Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11579-020-00276-9 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: Publication / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3104849502 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1908.09976 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The investment horizon problem: a possible resolution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an Investment-Consumption Model with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Consumption and Investment with Fixed and Proportional Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption, investment and housing with means-tested public pension in retirement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Increasing risk aversion and life-cycle investing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unemployment Risks and Optimal Retirement in an Incomplete Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Legendre transform-dual solution for a class of investment and consumption problems with HARA utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal retirement time under habit persistence: what makes individuals retire early? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Deterministic mean-variance-optimal consumption and investment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Around the Life Cycle: Deterministic Consumption-Investment Strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and equilibrium prices with portfolio constraints and stochastic income / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption of a divisible durable good / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Horizon Optimal Investment and Consumption with Transaction Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal life insurance purchase, consumption and investment on a financial market with multi-dimensional diffusive terms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal lifetime consumption and investment under a drawdown constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption Over the Life Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal consumption problem in finite time with a constraint on the ruin probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption, investment and healthcare with aging / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multi-asset investment and consumption problem with transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal retirement consumption with a stochastic force of mortality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and investment with insurer default risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Personal finance and life insurance under separation of risk aversion and elasticity of substitution / rank
 
Normal rank
Property / cites work
 
Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Housing, Consumption, and Investment Decisions over the Life Cycle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Housing Habits and Their Implications for Life-Cycle Consumption and Investment* / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption, investment and life insurance with surrender option guarantee / rank
 
Normal rank
Property / cites work
 
Property / cites work: PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Longevity-linked assets and pre-retirement consumption/portfolio decisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment-consumption-insurance with random parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and investment under time-varying relative risk aversion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and savings with stochastic income and recursive utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit solutions of optimal consumption, investment and insurance problems with regime switching / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11579-020-00276-9 / rank
 
Normal rank

Latest revision as of 04:27, 10 December 2024

scientific article
Language Label Description Also known as
English
Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
scientific article

    Statements

    Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (English)
    0 references
    0 references
    0 references
    0 references
    5 May 2021
    0 references
    pension investments
    0 references
    optimal life-cycle consumption and investment
    0 references
    age-dependent risk aversion
    0 references
    HARA utility function
    0 references
    martingale method
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references