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Individual asset liability management
16 references·5 citing·33 second hop
Individual asset liability management (2008)Individual asset liability managementPost-Keynesian economics (2017)Post-Keynesian economicsUtility Analysis and the Consumption Function: An Interpretation of Cross-Section Data (2013)Utility Analysis and the Cons…Lifetime consumption and investment: Retirement and constrained borrowing (2009)Lifetime consumption and inve…Handbook of Asset and Liability Management - Set (2007)Handbook of Asset and Liabili…Do the Rich Save More? (2004)Do the Rich Save More?Planning logistics operations in the oil industry (2000)Planning logistics operations…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Stochastic Programming (1995)Stochastic ProgrammingProspect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …On stochastic programming ii: dynamic problems under risk ∗ (1988)On stochastic programming ii:…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …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 …On the Solution of Two-stage Linear Programs under Uncertainty (1961)On the Solution of Two-stage …Portfolio Selection (1952)Portfolio SelectionPersonalized goal-based investing via multi-stage stochastic goal programming (2019)Personalized goal-based inves…Individual optimal pension allocation under stochastic dominance constraints (2016)Individual optimal pension al…Cognitive, Metacognitive, and Social/Affective Strategies in Listening Comprehension and Their Relationships with Individual Differences (2012)Cognitive, Metacognitive, and…Planning for Retirement: Asset Liability Management for Individuals (2011)Planning for Retirement: Asse…Asset liability management for individual households (2011)Asset liability management fo…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)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)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)Healthy Bodies and Thick Wallets: The Dual Relation Between Health and Economic Status (1999)From Physical to Human Capital Accumulation: Inequality and the Process of Development (2004)Why Do the Elderly Save? The Role of Medical Expenses (2010)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Credit risk optimization with Conditional Value-at-Risk criterion (2001)Conditional value-at-risk for general loss distributions (2002)DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (2005)Lectures on Stochastic Programming (2009)Theory and Applications of Robust Optimization (2011)Econometric policy evaluation: A critique (1976)The analysis of household surveys (1997)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Advances in prospect theory: Cumulative representation of uncertainty (1992)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)The Capital Asset Pricing Model: Theory and Evidence (2004)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)Myopic Loss Aversion and the Equity Premium Puzzle (1993)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1952Portfolio Selection4,609 cited
  • 2013Utility Analysis and the Consumption Function: An Interpretation of Cross-Section Data2,508 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1995Stochastic Programming1,545 cited
  • 2004Do the Rich Save More?1,020 cited
  • 1998Worldwide asset and liability modeling370 cited
  • 2009Lifetime consumption and investment: Retirement and constrained borrowing250 cited
  • 1961On the Solution of Two-stage Linear Programs under Uncertainty197 cited
  • 2000Planning logistics operations in the oil industry113 cited
  • 1988On stochastic programming ii: dynamic problems under risk ∗73 cited
  • 2007Handbook of Asset and Liability Management - Set49 cited
  • 2017Post-Keynesian economics

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47 cited

Cited by

  • 2016Individual optimal pension allocation under stochastic dominance constraints47 cited
  • 2012Cognitive, Metacognitive, and Social/Affective Strategies in Listening Comprehension and Their Relationships with Individual Differences44 cited
  • 2019Personalized goal-based investing via multi-stage stochastic goal programming41 cited
  • 2011Asset liability management for individual households26 cited
  • 2011Planning for Retirement: Asset Liability Management for Individuals12 cited