Pages that link to "Item:Q633319"
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The following pages link to Optimal consumption and investment under time-varying relative risk aversion (Q633319):
Displaying 27 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Optimal consumption and investment under irrational beliefs (Q542579) (← links)
- Optimal portfolio choice with wash sale constraints (Q658639) (← links)
- Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems (Q784782) (← links)
- Optimal life-cycle consumption and investment decisions under age-dependent risk preferences (Q829333) (← links)
- Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion (Q1397607) (← links)
- Horizon length and portfolio risk (Q1610494) (← links)
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- Possibilistic individual multi-period consumption-investment models (Q1677108) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Consumption, investment and healthcare with aging (Q1739055) (← links)
- Life cycle asset allocation in the presence of housing and tax-deferred investing (Q1994243) (← links)
- Increasing risk aversion and life-cycle investing (Q2422172) (← links)
- A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421) (← links)
- Optimal investment and consumption when regime transitions cause price shocks (Q2447410) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- Multiperiod Financial Planning (Q3030534) (← links)
- (Q3386111) (← links)
- Dusenberry's Ratcheting of Consumption: Optimal Dynamic Consumption and Investment Given Intolerance for any Decline in Standard of Living (Q4840275) (← links)
- Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998) (← links)
- Utilitarian versus neutralitarian design of endowment fund policies (Q5042788) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- (Q5210033) (← links)
- Household investment-consumption-insurance policies under the age-dependent risk preferences (Q6076597) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
- Optimal consumption, investment, and insurance under state-dependent risk aversion (Q6163456) (← links)
- The role of health in consumption and portfolio decision-making: insights from state-dependent models (Q6653538) (← links)