Standardized versus customized portfolio: a compensating variation approach (Q1026546): Difference between revisions

@@ Property / cites work @@
+Stochastic Interest Rates and the Bond-Stock Mix
@@ Property / cites work: Stochastic Interest Rates and the Bond-Stock Mix / rank @@
+Normal rank
@@ Property / cites work @@
+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio policies when asset prices follow a diffusion process
+Normal rank
@@ Property / cites work @@
+Monte Carlo computation of optimal portfolios in complete markets
+Normal rank
@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Q3910261
@@ Property / cites work: Q3910261 / rank @@
+Normal rank
@@ Property / cites work @@
+Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
+Normal rank
@@ Property / cites work @@
+Optimization of consumption with labor income
@@ Property / cites work: Optimization of consumption with labor income / rank @@
+Normal rank
@@ Property / cites work @@
+Q2736598
@@ Property / cites work: Q2736598 / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
+Normal rank
@@ Property / cites work @@
+Comparison of Alternative Utility Functions in Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+On optimal portfolio choice under stochastic interest rates
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank