scientific article; zbMATH DE number 7234666

DOI10.3969/J.ISSN.1005-3085.2020.02.001MaRDI QIDQ3307527zbMATH OpenFDO

Authors Haiwen Jiang, Wenjing Guo

Publication date 12 August 2020

Full work available at URL https://doi.org/10.3969/J.ISSN.1005-3085.2020.02.001

zbMATH Keywords

inflation riskloss aversionmartingale approachportfolio selection

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Portfolio theory (91G10)

Recommendations

• Optimal portfolio choice for a behavioural investor in continuous-time markets
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
• Some properties of the optimal investment strategy in a behavioral portfolio choice model
• Behavioral portfolio choice under hyperbolic absolute risk aversion
• Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds
• Behavioral mean-variance portfolio selection
• Behavioral optimization models for multicriteria portfolio selection
• Decision making for optimal consumption and portfolio under inflation with a mean-reverting process
• Portfolio decision with a quadratic utility and inflation risk
• Optimal consumption and portfolio under inflation and Markovian switching

Cited in

(7)

• Portfolio decision with a quadratic utility and inflation risk
• On the investment direction of a behavioral portfolio choice model
• Portfolio selection with inflation-linked bonds and indexation lags
• Solution of portfolio strategies on hedging against inflation risk
• The effect of inflation risk and subsistence constraints on portfolio choice
• An investor's optimal portfolio with rare events and model uncertainty under inflation
• Optimal investment of DC pension plan under loss aversion and LEL constraint

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3307527)