Portfolio choice with non-expected utility in continuous time (Q902699): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / OpenAlex ID
 
Property / OpenAlex ID: W1980857400 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank
 
Normal rank
Property / cites work
 
Property / cites work: Temporal Resolution of Uncertainty and Dynamic Choice Theory / 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: A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence / rank
 
Normal rank

Latest revision as of 07:12, 11 July 2024