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Consumption-Portfolio Policies: An Inverse Optimal Problem · Study

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ArticleConsumption-Portfolio Policies: An Inverse Optimal Problem

Chi-fu Huang1994

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Articlegreen1994

Consumption-Portfolio Policies: An Inverse Optimal Problem

33 citations·0/0 files stored·Journal of Economic Theory

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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2002Horizon Length and Portfolio Risk 2001Efficient Trading Strategies in the Presence of Market Frictions 2008The design of equity-indexed annuities

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2018Dynamically consistent investment under model uncertainty: the robust forward criteria 1998A Revealed Preference Theory for Non‐expected Utility on “Certain × Uncertain” Consumption Pairs

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Details

Year1994

Typearticle

Published1994-04-01

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations33

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1006/jeth.1994.1016

openalex_workW1991455069

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