Theory of dynamic portfolio choice for survival under uncertainty
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Bibliographic InfoArticle provided by Elsevier in its journal Mathematical Social Sciences.
Volume (Year): 31 (1996)
Issue (Month): 1 (February)
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Web page: http://www.elsevier.com/locate/inca/505565
Other versions of this item:
- Roy, Santanu, 1995. "Theory of dynamic portfolio choice for survival under uncertainty," Mathematical Social Sciences, Elsevier, vol. 30(2), pages 171-194, October.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Pyle, David H & Turnovsky, Stephen J, 1970. "Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 75-81, February.
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- Mitra, T. & Roy, S., 1990. "On Some Aspects Of Survival Under Production Uncertainty," Papers 432, Cornell - Department of Economics.
- Dutta, Prajit K., 1994. "Bankruptcy and expected utility maximization," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 539-560.
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- E. Presman & S. Sethi, 1991. "Risk-Aversion Behavior In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 100-124.
- Ray, Debraj, 1984. "Intertemporal borrowing to sustain exogenous consumption standards under uncertainty," Journal of Economic Theory, Elsevier, vol. 33(1), pages 72-87, June.
- Li, Zhongfei & Yao, Jing & Li, Duan, 2010. "Behavior patterns of investment strategies under Roy's safety-first principle," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 167-179, May.
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