Optimal life-cycle consumption and investment decisions under age-dependent risk preferences

Andreas Lichtenstern, Pavel V. Shevchenko, Rudi Zagst

Year of publication:	2021
Authors:	Lichtenstern, Andreas ; Shevchenko, Pavel V. ; Zagst, Rudi
Subject:	Pension investments \| Optimal life-cycle consumption and investment \| Age-dependent risk aversion \| HARA utility function \| Martingale method \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Risikoaversion \| Risk aversion \| Lebenszyklus \| Life cycle \| Nutzenfunktion \| Utility function \| Risikopräferenz \| Risk attitude \| Intertemporale Entscheidung \| Intertemporal choice \| Investitionsentscheidung \| Investment decision

Online Resource

More access options

doi.org

Which error do you want to report?

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Please note: Required language not in the list? Please use comment field

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012500025