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Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

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Cited by:

  1. Yashiv, Eran & Perets, Gadi, 2018. "Lie Symmetries and Essential Restrictions in Economic Optimization," CEPR Discussion Papers 12611, C.E.P.R. Discussion Papers.
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  6. Gang-Zhi Fan & Ming Pu & Seow Ong, 2012. "Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 3-29, June.
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  38. Hodder, James E. & Jackwerth, Jens Carsten, 2007. "Incentive Contracts and Hedge Fund Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(4), pages 811-826, December.
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  41. Abel Cadenillas & Ricardo Huamán-Aguilar, 2016. "Explicit formula for the optimal government debt ceiling," Annals of Operations Research, Springer, vol. 247(2), pages 415-449, December.
  42. Kevin Maritato & Morton Lane & Matthew Murphy & Stan Uryasev, 2022. "Optimal Allocation of Retirement Portfolios," JRFM, MDPI, vol. 15(2), pages 1-17, February.
  43. Phillip Monin, 2014. "Hedging Market Risk in Optimal Liquidation," Working Papers 14-08, Office of Financial Research, US Department of the Treasury.
  44. Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go? [‘Limited market participation and volatility of assets prices’]," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(36), pages 123-170.
  45. Chong, Wing Fung, 2019. "Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: The principle of equivalent forward preferences," Insurance: Mathematics and Economics, Elsevier, vol. 88(C), pages 93-107.
  46. Huaxiong Huang & Moshe A. Milevsky & Jin Wang, 2008. "Portfolio Choice and Life Insurance: The CRRA Case," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(4), pages 847-872, December.
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  52. Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
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