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Life-Cycle Asset Allocation with Ambiguity Aversion and Learning
16 references·2 citing·42 second hop
Life-Cycle Asset Allocation with Ambiguity Aversion and Learning (2011)Life-Cycle Asset Allocation with Ambiguit…Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Depression Babies: Do Macroec…Financial Literacy and Stock Market Participation (2007)Financial Literacy and Stock …Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (2007)Down or Out: Assessing the We…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…A Smooth Model of Decision Making under Ambiguity (2005)A Smooth Model of Decision Ma…Do the Rich Save More? (2004)Do the Rich Save More?Differentiating ambiguity and ambiguity attitude (2004)Differentiating ambiguity and…Recursive multiple-priors (2003)Recursive multiple-priorsOptimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio (1992)Uncertainty Aversion, Risk Av…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …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 …Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Attitudes Toward and Perceptions of the Ambiguity of House and Stock Prices (2019)Attitudes Toward and Percepti…Ambiguity Aversion and Experiential Learning: Implications for Retirement Planning (2018)Ambiguity Aversion and Experi…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)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Chapter 18 A survey of behavioral finance (2003)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)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Consumption Over the Life Cycle (2002)Portfolio Choice in the Presence of Housing (2004)Cognitive Ability and Portfolio Choice (2010)Financial Literacy, Retirement Planning and Household Wealth (2012)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Consumption and Liquidity Constraints: An Empirical Investigation (1989)What Accounts for the Variation in Retirement Wealth Among U.S. Households? (2001)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)Why Do the Elderly Save? The Role of Medical Expenses (2010)Human Inference: Strategies and Shortcomings of Social Judgment. (1983)CEO Overconfidence and Corporate Investment (2005)Trusting the Stock Market (2005)Overconfidence and Early‐Life Experiences: The Effect of Managerial Traits on Corporate Financial Policies (2011)Imprinting: Toward a Multilevel Theory (2013)Culture and Institutions (2015)Household Finance (2006)Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth (2007)Financial literacy around the world: an overview (2011)Financial Literacy, Financial Education, and Downstream Financial Behaviors (2014)The Economic Importance of Financial Literacy: Theory and Evidence (2014)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Risk Aversion in the Laboratory (2008)Sensitivity analysis: A review of recent advances (2015)Myopic Loss Aversion and the Equity Premium Puzzle (1993)International Asset Allocation With Regime Shifts (2002)
this work references cited by second hop

References

  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2007Financial Literacy and Stock Market Participation3,545 cited
  • 2011Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?*2,479 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 2005A Smooth Model of Decision Making under Ambiguity1,889 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2004Do the Rich Save More?1,020 cited
  • 2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes992 cited
  • 2004Differentiating ambiguity and ambiguity attitude915 cited
  • 2003Recursive multiple-priors868 cited
  • 1992Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio776 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2001

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Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income
755 cited

Cited by

  • 2019Attitudes Toward and Perceptions of the Ambiguity of House and Stock Prices0 cited
  • 2018Ambiguity Aversion and Experiential Learning: Implications for Retirement Planning0 cited