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~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of economic theory"
~subject:"Portfolio selection"
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Search: subject_exact:"Unsichere Entscheidungssituation"
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Portfolio selection
Decision under uncertainty
277
Entscheidung unter Unsicherheit
277
Theorie
200
Theory
200
Risk
63
Risiko
61
Risikoaversion
55
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53
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52
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40
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Real options analysis
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Realoptionsansatz
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Erwartungsbildung
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Expectation formation
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Stochastic process
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Stochastischer Prozess
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Investitionsentscheidung
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Lin, Qian
2
Luo, Yulei
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Sun, Xianming
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Baule, Rainer
1
Chen, Jaden Yang
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Chen, Zheng
1
Cherbonnier, Frédéric
1
Eeckhoudt, Louis R.
1
Flor, Christian Riis
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1
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1
Li, Danping
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1
Meyer-Gohde, Alexander
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1
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CESifo Working Paper Series
Journal of economic dynamics & control
Journal of economic theory
European journal of operational research : EJOR
33
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Annals of finance
8
Journal of banking & finance
8
NBER working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
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International review of economics & finance : IREF
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International review of financial analysis
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Europäische Hochschulschriften / 5
3
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Journal of mathematical economics
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Journal of the Operational Research Society
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Risks : open access journal
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SpringerLink / Bücher
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Central European journal of operations research
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ECONIS (ZBW)
16
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1
The Design of Pension Pay Out Options When the Health Status During Retirement is Uncertain
Kifmann, Mathias
-
2021
This paper examines the optimal design of pension plans when the health status during retirement is uncertain. Assuming that the health status affects both life expectancy and the marginal utility of consumption, choice between a lump-sum payment and an annuity can be welfare-enhancing if the...
Persistent link: https://www.econbiz.de/10013316589
Saved in:
2
Ignorance, pervasive uncertainty and household finance
Luo, Yulei
;
Nie, Jun
;
Wang, Haijun
- In:
Journal of economic theory
199
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013193347
Saved in:
3
Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
Guan, Guohui
;
Li, Bin
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539527
Saved in:
4
Robust investment strategies with two risky assets
Lin, Qian
;
Luo, Yulei
;
Sun, Xianming
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013383753
Saved in:
5
Portfolio concentration, portfolio inertia, and ambiguous correlation
Jiang, Julia
;
Liu, Jun
;
Tian, Weidong
;
Zeng, Xudong
- In:
Journal of economic theory
203
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013374964
Saved in:
6
Biased learning under ambiguous information
Chen, Jaden Yang
- In:
Journal of economic theory
203
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013374966
Saved in:
7
Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
Saved in:
8
Horizon-unbiased investment with ambiguity
Lin, Qian
;
Sun, Xianming
;
Zhou, Chao
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012502569
Saved in:
9
Markowitz with regret
Baule, Rainer
;
Korn, Olaf
;
Kuntz, Laura-Chloé
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012131071
Saved in:
10
Generalized entropy and model uncertainty
Meyer-Gohde, Alexander
- In:
Journal of economic theory
183
(
2019
),
pp. 312-343
Persistent link: https://www.econbiz.de/10012131342
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