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Asset liability management for individual households
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Asset liability management for individual households (2011)Asset liability management for individual…Nudge: improving decisions about health, wealth, and happiness (2008)Nudge: improving decisions ab…Applications of Stochastic Programming (2005)Applications of Stochastic Pr…Stochastic Programming Models (2003)Stochastic Programming ModelsStrategic Asset Allocation (2002)Strategic Asset AllocationRisk Management: Value at Risk and Beyond (2002)Risk Management: Value at Ris…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Aspects of Investor Psychology (1998)Aspects of Investor PsychologyStochastic Programming (1995)Stochastic ProgrammingHumps and bumps in lifetime consumption (1995)Humps and bumps in lifetime c…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model (1975)Optimal consumption, portfoli…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 …Economics: An Introductory Analysis. (1952)Economics: An Introductory An…Advances in prospect theory: Cumulative representation of uncertainty (1992)Myopic Loss Aversion and the Equity Premium Puzzle (1993)Do Investors Trade Too Much? (1999)Inefficient Markets (2000)The Efficient Market Hypothesis and Its Critics (2003)Up Close and Personal: Investor Sophistication and the Disposition Effect (2006)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)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)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The behaviour change wheel: A new method for characterising and designing behaviour change interventions (2011)The Economic Importance of Financial Literacy: Theory and Evidence (2014)Using social and behavioural science to support COVID-19 pandemic response (2020)Resource Mobilization and Social Movements: A Partial Theory (1977)Developing relationships in business networks (1995)An Engine, Not a Camera (2006)Conditional value-at-risk for general loss distributions (2002)Lectures on Stochastic Programming (2009)Theory and Applications of Robust Optimization (2011)Consumption, Income, and Interest Rates: Reinterpreting the Time Series Evidence (1989)
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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
  • 2008Nudge: improving decisions about health, wealth, and happiness11,572 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1975LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING1,941 cited
  • 1969Lifetime Portfolio Selection By Dynamic Stochastic Programming1,692 cited
  • 1995Stochastic Programming1,545 cited
  • 2002Strategic Asset Allocation1,336 cited
  • 1998Aspects of Investor Psychology708 cited
  • 1952Economics: An Introductory Analysis.567 cited
  • 2003Stochastic Programming Models471 cited
  • 1975Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model436 cited
  • 1998Worldwide asset and liability modeling370 cited
  • 2005Applications of Stochastic Programming355 cited
  • 2002Risk Management: Value at Risk and Beyond338 cited
  • 1995Humps and bumps in lifetime consumption

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