The following pages link to Horizon length and portfolio risk (Q1610494):
Displaying 16 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Regret minimization, willingness-to-accept-losses and framing (Q849742) (← links)
- A further critique of cumulative prospect theory and related approaches (Q849743) (← links)
- On the nature of certainty equivalent functionals (Q861826) (← links)
- Investment flexibility and the acceptance of risk (Q1371130) (← links)
- Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Effects of mortality risk on risk-taking behavior (Q1929809) (← links)
- Long horizon predictability: an asset allocation perspective (Q1999642) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection: a log-return model (Q2031371) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Non-stationary additive utility and time consistency (Q2304198) (← links)
- Increasing risk aversion and life-cycle investing (Q2422172) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- On the concavity of consumption function under habit formation (Q6100482) (← links)
