Pages that link to "Item:Q1656433"
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The following pages link to Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433):
Displaying 4 items.
- Investment-consumption with regime-switching discount rates (Q459181) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns (Q1853201) (← links)
- Robust equilibrium control-measure policy for a DC pension plan with state-dependent risk aversion under mean-variance criterion (Q1983681) (← links)