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Second-Best Risk Sharing With Incomplete Contracts
3 references·0 citing·13 second hop
Second-Best Risk Sharing With Incomplete Contracts (1994)Second-Best Risk Sharing With Incomplete …All Roads Lead to Risk Preference: A Turnpike Theorem for Conditionally Independent Returns (1989)All Roads Lead to Risk Prefer…Proper Risk Aversion (1987)Proper Risk AversionLifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Risk and uncertainty: a fallacy of large numbers (1963)Essays in the Theory of Risk-Bearing. (1972)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the Equity Premium Puzzle (1995)Strategic Asset Allocation (2002)Optimal Multiperiod Portfolio Policies (1968)Jensen's Inequality, Parameter Uncertainty, and Multi-period Investment (2011)
this work references cited by second hop

References

  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1987Proper Risk Aversion540 cited
  • 1989All Roads Lead to Risk Preference: A Turnpike Theorem for Conditionally Independent Returns8 cited

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