PORTFOLIO CHOICE WITH TIME HORIZON RISK
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Publication:6119779
DOI10.1142/S0219024923500267OpenAlexW4287752813MaRDI QIDQ6119779
Publication date: 20 February 2024
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024923500267
Cites Work
- Portfolio selection with uncertain exit time: a robust CVaR approach
- Optimal investment decisions when time-horizon is uncertain
- Intertemporal choice under timing risk: an experimental approach
- Commonalities in time and ambiguity aversion for long-term risks
- Weighted discounting -- on group diversity, time-inconsistency, and consequences for investment
- Utility Maximization with Discretionary Stopping
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Time-Consistent Portfolio Management
- Time Lotteries and Stochastic Impatience
- PRUDENT DISCOUNTING: EXPERIMENTAL EVIDENCE ON HIGHER ORDER TIME RISK PREFERENCES
- Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency
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