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Investing for Retirement
16 references·2 citing·34 second hop
Investing for Retirement (2000)Investing for RetirementMethods of Mathematical Finance (1998)Methods of Mathematical Finan…Methods of Mathematical Finance (1998)Methods of Mathematical Finan…Arbitrage Theory in Continuous Time (1998)Arbitrage Theory in Continuou…Option pricing by Esscher transforms. (1995)Option pricing by Esscher tra…The Sharpe Ratio (1994)The Sharpe RatioDynamic Asset Pricing Theory. (1993)Dynamic Asset Pricing Theory.Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Continuous-Time Finance. (1991)Continuous-Time Finance.Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989)Optimal consumption and portf…Handbooks in operations research and management science (1989)Handbooks in operations resea…The New Palgrave: A Dictionary of Economics. (1988)The New Palgrave: A Dictionar…LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)LIFETIME PORTFOLIO SELECTION …Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection …Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Asset allocation under stochastic interest rate with regime switching (2012)Asset allocation under stocha…Long-term strategic asset allocation with inflation risk and regime switching (2009)Long-term strategic asset all…Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Martingales and arbitrage in multiperiod securities markets (1979)Consumption and Portfolio Decisions when Expected Returns are Time Varying (1999)The asymptotic elasticity of utility functions and optimal investment in incomplete markets (1999)Strategic Asset Allocation (2002)Aspects of the Theory of Risk-Bearing. (1966)An Intertemporal Capital Asset Pricing Model (1973)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Risk Aversion in the Small and in the Large (1964)A Theory of the Term Structure of Interest Rates (1985)Prospect theory: An analysis of decision under risk (1988)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Introductory Econometrics for Finance (2008)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Closed-Loop Supply Chain Models with Product Remanufacturing (2004)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Perspectives in supply chain risk management (2006)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)A Jump-Diffusion Model for Option Pricing (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Backward Stochastic Differential Equations in Finance (1997)An Engine, Not a Camera (2006)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)Chapter 11 The anatomy of health insurance (2000)Political Choice in Britain (2004)A Clash of Generations? Youth Bulges and Political Violence (2006)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1993Dynamic Asset Pricing Theory.2,891 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1989Handbooks in operations research and management science2,388 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1998Methods of Mathematical Finance1,939 cited
  • 1991Continuous-Time Finance.1,788 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process1,613 cited
  • 1988The New Palgrave: A Dictionary of Economics.1,372 cited
  • 1998Arbitrage Theory in Continuous Time1,267 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited
  • 1998Methods of Mathematical Finance888 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1995Option pricing by Esscher transforms.651 cited

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Cited by

  • 2012Asset allocation under stochastic interest rate with regime switching31 cited
  • 2009Long-term strategic asset allocation with inflation risk and regime switching31 cited