EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"optimal spending rate"
Narrow search

Narrow search

Year of publication
Subject
All
EIS 4 endowment funds 4 expected utility 4 recursive utility 4 risk aversion 4 Erwartungsnutzen 3 Expected utility 3 Nutzen 3 Portfolio selection 3 Portfolio-Management 3 Risikoaversion 3 Risk aversion 3 Theorie 3 Theory 3 Utility 3 optimal spending rate 3 Investment Fund 2 Investmentfonds 2 Sovereign wealth fund 2 Staatsfonds 2 1st mean convergence 1 Intertemporal choice 1 Intertemporale Entscheidung 1 Lebenszyklus 1 Life cycle 1 Life cycle model 1 Optimal spending rate 1 Private consumption 1 Privater Konsum 1 Vermögen 1 Wealth 1 almost sure convergence 1 consumption to wealth ratio 1
more ... less ...
Online availability
All
Free 4 CC license 1
Type of publication
All
Article 2 Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
more ... less ...
Language
All
English 4
Author
All
Aase, Knut K. 4 Bjerksund, Petter 3
Published in...
All
Discussion paper / Department of Business and Management Science 2 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1
Source
All
ECONIS (ZBW) 3 EconStor 1
Showing 1 - 4 of 4
Cover Image
Optimal spending of a wealth fund in the discrete time life cycle model
Aase, Knut K. - 2023
Persistent link: https://www.econbiz.de/10014289190
Saved in:
Cover Image
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K.; Bjerksund, Petter - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-35
has stopped. We adopt the life cycle model and demonstrate that the optimal spending rate from the fund is significantly … less than the fund's expected real rate of return. The optimal spending rate ensures that the fund will last "forever …
Persistent link: https://www.econbiz.de/10013201109
Saved in:
Cover Image
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K.; Bjerksund, Petter - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-35
has stopped. We adopt the life cycle model and demonstrate that the optimal spending rate from the fund is significantly … less than the fund's expected real rate of return. The optimal spending rate ensures that the fund will last "forever …
Persistent link: https://www.econbiz.de/10012628390
Saved in:
Cover Image
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K.; Bjerksund, Petter - 2021
Persistent link: https://www.econbiz.de/10012489878
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...