Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
The investment horizon problem: a possible resolution - MaRDI portal

The investment horizon problem: a possible resolution

From MaRDI portal

Publication:2974858

Jump to:navigation, search

DOI10.1080/17442508.2016.1140766zbMath1411.91473OpenAlexW2339988010MaRDI QIDQ2974858

Knut Kristian Aase

Publication date: 11 April 2017

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1140766

zbMATH Keywords

saddle point theorem directional derivatives time consistency horizon problem optimal investments life cycle model Kuhn-Tucker

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (4)

Optimal life-cycle consumption and investment decisions under age-dependent risk preferences ⋮ LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL ⋮ Optimal consumption, investment, and insurance under state-dependent risk aversion ⋮ Optimal consumption and investment under time-varying relative risk aversion

This page was built for publication: The investment horizon problem: a possible resolution

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2974858&oldid=15984090"