Theory of dynamic portfolio choice for survival under uncertainty
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- Fershtman, Chaim & Judd, Kenneth L & Kalai, Ehud, 1991.
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- Lippman, Steven A & McCall, John J & Winston, Wayne L, 1980. "Constant Absolute Risk Aversion, Bankruptcy, and Wealth-Dependent Decisions," The Journal of Business, University of Chicago Press, vol. 53(3), pages 285-96, July.
- Hakansson, Nils H, 1970. "Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions," Econometrica, Econometric Society, vol. 38(5), pages 587-607, September.
- March, James G., 1988. "Variable risk preferences and adaptive aspirations," Journal of Economic Behavior & Organization, Elsevier, vol. 9(1), pages 5-24, January.
- E. Presman & S. Sethi, 1991. "Risk-Aversion Behavior In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 100-124.
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