Risk aversion and allocation to long-term bonds. (Q1414618): Difference between revisions

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+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
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+A variational problem arising in financial economics
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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@@ Property / cites work @@
+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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@@ Property / cites work @@
+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
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+Q5526189
@@ Property / cites work: Q5526189 / rank @@
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+https://doi.org/10.1016/s0022-0531(03)00062-0
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+W3122673712
@@ Property / OpenAlex ID: W3122673712 / rank @@
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+Publication:1414618