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Life-cycle portfolio allocatio...
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Showing
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date (oldest first)
1
Recursive preferences, the value of life, and household finance
Bommier, Antoine
;
Harenberg, Daniel
;
Le Grand, François
; …
-
2020
Persistent link: https://www.econbiz.de/10012319445
Saved in:
2
Health heterogeneity, portfolio choice and wealth inequality
Jung, Jürgen
;
Tran, Chung
-
2024
Persistent link: https://www.econbiz.de/10015394245
Saved in:
3
The murder-suicide of the rentier : population aging and the
risk
premium
Kopecky, Joseph V.
;
Taylor, Alan M.
-
2020
Persistent link: https://www.econbiz.de/10012221099
Saved in:
4
Increasing
risk
aversion and life-cycle investing
Back, Kerry E.
;
Liu, Ruomeng
;
Teguia, Alberto
- In:
Mathematics and financial economics
13
(
2019
)
2
,
pp. 287-302
Persistent link: https://www.econbiz.de/10012055804
Saved in:
5
Increasing
Risk
Aversion and Life-Cycle Investing
Back, Kerry E.
-
2017
We derive the optimal portfolio for an investor with increasing relative
risk
aversion in a complete continuous …-time securities market. The IRRA assumption helps to mitigate the criticism of constant relative
risk
aversion that it implies an …
Persistent link: https://www.econbiz.de/10012971923
Saved in:
6
Detecting prudence and temperance in
risk
exposure : the hybrid variance framework
Gao, Jun
;
Gao, Xiang
;
Liu, Xiaoli
;
Wang, Zhan
- In:
Journal of risk
24
(
2022
)
5
,
pp. 75-88
Persistent link: https://www.econbiz.de/10014546352
Saved in:
7
Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju
;
Wu, Yangru
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
Saved in:
8
Ambiguous investor sentiment
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Finance research letters
67
(
2024
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10015061580
Saved in:
9
Time-varying
risk
aversion and international stock returns
Guidolin, Massimo
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
The North American journal of economics and finance : a …
75
(
2025
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015338080
Saved in:
10
Real estate investment : market volatility and optimal holding period under
risk
aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
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