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Dynamic Portfolio Choice and Risk Aversion · Study

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PreprintDynamic Portfolio Choice and Risk Aversion

Costis Skiadas2006

OA

Preprintgreen2006

Dynamic Portfolio Choice and Risk Aversion

47 citations·0/0 files stored·SSRN Electronic Journal

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Risk and Portfolio Optimization Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

2019Theory of games and economic behavior 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 1961Risk, Ambiguity, and the Savage Axioms 2007Brownian Motion and Stochastic Calculus 1971Optimum consumption and portfolio rules in a continuous-time model 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1976Risk Aversion in the Small and in the Large 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

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2004Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable incomearticle · 43 shared references 2003Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferencesarticle · 35 shared references 2000Continuous‐Time Methods in Finance: A Review and an Assessmentarticle · 32 shared references 2010Heterogeneity and Portfolio Choice: Theory and Evidencechapter · 26 shared references 2002Myopic Portfolio Choicechapter · 25 shared references 2002Strategic Asset Allocation in Continuous Timechapter · 25 shared references

Details

Year2006

Typepreprint

Published2006-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2139/ssrn.896356

openalex_workW76488375

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