Portfolio choice with non-expected utility in continuous time (Q902699): Difference between revisions
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| Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank | |||
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| Property / cites work: Temporal Resolution of Uncertainty and Dynamic Choice Theory / rank | |||
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| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
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| Property / cites work: A New Representation of Preferences over "Certain x Uncertain" Consumption Pairs: The "Ordinal Certainty Equivalent" Hypothesis / rank | |||
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| Property / cites work: An OCE Analysis of the Effect of Uncertainty on Saving Under Risk Preference Independence / rank | |||
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Latest revision as of 07:12, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with non-expected utility in continuous time |
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Portfolio choice with non-expected utility in continuous time (English)
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1 January 2016
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