Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456): Difference between revisions

@@ Property / DOI @@
-.1017/asb.2022.25
@@ Property / DOI: 10.1017/asb.2022.25 / rank @@
-Normal rank
@@ Property / cites work @@
+The investment horizon problem: a possible resolution
+Normal rank
@@ Property / cites work @@
+Risk and Insurance
@@ Property / cites work: Risk and Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+A preference change and discretionary stopping in a consumption and portfolio selection problem
+Normal rank
@@ Property / cites work @@
+On the (in-)dependence between financial and actuarial risks
+Normal rank
@@ Property / cites work @@
+Concavity, stochastic utility, and risk aversion
@@ Property / cites work: Concavity, stochastic utility, and risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Aversion for State-Dependent Utility Functions: Measurement and Applications
+Normal rank
@@ Property / cites work @@
+The policyholder's static and dynamic decision making of life insurance and pension payments
+Normal rank
@@ Property / cites work @@
+Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption decision of a family with life insurance
+Normal rank
@@ Property / cites work @@
+PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
@@ Property / cites work: PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Optimal consumption and investment under time-varying relative risk aversion
+Normal rank
@@ Property / cites work @@
+Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model
+Normal rank
@@ Property / cites work @@
+Household consumption-investment-insurance decisions with uncertain income and market ambiguity
+Normal rank
@@ Property / cites work @@
+Optimal consumption-investment and life-insurance purchase strategy for couples with correlated lifetimes
+Normal rank
@@ Property / DOI @@
+.1017/ASB.2022.25
@@ Property / DOI: 10.1017/ASB.2022.25 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6163456