Risk‐Aversion Behavior In Consumption/Investment Problems1
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DOI: 10.1111/j.1467-9965.1991.tb00005.x
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Citations
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Cited by:
- Roy S., 1996.
"Theory of dynamic portfolio choice for survival under uncertainty,"
Mathematical Social Sciences, Elsevier, vol. 31(1), pages 61-62, February.
- Roy, Santanu, 1995. "Theory of dynamic portfolio choice for survival under uncertainty," Mathematical Social Sciences, Elsevier, vol. 30(2), pages 171-194, October.
- Santanu Roy, 1995. "Theory of Dynamic Portfolio Choice for Survival Under Uncertainty," CESifo Working Paper Series 78, CESifo.
- Masao Ogaki & Qiang Zhang, 2000. "Risk Sharing in Village India: the Rule of Decreasing Relative Risk Aversion," Working Papers 00-02, Ohio State University, Department of Economics.
- Hojgaard, Bjarne & Taksar, Michael, 1998. "Optimal proportional reinsurance policies for diffusion models with transaction costs," Insurance: Mathematics and Economics, Elsevier, vol. 22(1), pages 41-51, May.
- Monique Jeanblanc & Peter Lakner & Ashay Kadam, 2004. "Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy," Mathematics of Operations Research, INFORMS, vol. 29(3), pages 649-671, August.
- Presman, E. & Sethi, S., 1996. "Distribution of bankruptcy time in a consumption/portfolio problem," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 471-477.
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