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Feasible portfolios under tracking error, β, α and utility constraints
Daly, Michael, (2018)
Consumption and asset prices with recursive preferences : continous-time approximations to discrete-time models
Fisher, Mark, (1999)
Consumption and asset prices with homothetic recursive preferences
Dusenberry's ratcheting of consumption : optimal dynamic consumption and investment given intolerance for any decline in standard of living
Dybvig, Philip H., (1995)
Distributional analysis of portfolio choice
Dybvig, Philip H., (1988)
Inefficient dynamic portfolio strategies or how to throw away a million dollars in the stock market