Optimal Portfolio Management of Urban Water
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.165857
Download full text from publisher
References listed on IDEAS
- Anastasios Michailidis & Konstadinos Mattas, 2007. "Using Real Options Theory to Irrigation Dam Investment Analysis: An Application of Binomial Option Pricing Model," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 21(10), pages 1717-1733, October.
- Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Monica Paiella, 2007.
"The Forgone Gains of Incomplete Portfolios,"
The Review of Financial Studies, Society for Financial Studies, vol. 20(5), pages 1623-1646, 2007 13.
- Monica Paiella, 2006. "The Foregone Gains of Incomplete Portfolios," CSEF Working Papers 156, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Monica Paiella, 2007. "The forgone gains of incomplete portfolios," Temi di discussione (Economic working papers) 625, Bank of Italy, Economic Research and International Relations Area.
- Francisco Gomes & Alexander Michaelides, 2003.
"Portfolio Choice With Internal Habit Formation: A Life-Cycle Model With Uninsurable Labor Income Risk,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 729-766, October.
- Michaelides, Alexander & Gomes, Francisco, 2003. "Portfolio Choice with Internal Habit Formation: A Life-Cycle Model with Uninsurable Labour Income Risk," CEPR Discussion Papers 3868, C.E.P.R. Discussion Papers.
- Gomes, Francisco J. & Michaelides, Alexander, 2003. "Portfolio choice with internal habit formation : a life-cycle model with uninsurable labor income risk," LSE Research Online Documents on Economics 196, London School of Economics and Political Science, LSE Library.
- Maite Cubas‐Díaz & Miguel Ángel Martínez Sedano, 2018. "Measures for Sustainable Investment Decisions and Business Strategy – A Triple Bottom Line Approach," Business Strategy and the Environment, Wiley Blackwell, vol. 27(1), pages 16-38, January.
- Florent Gallien & Serge Kassibrakis & Semyon Malamud, 2018. "Hedge or Rebalance: Optimal Risk Management with Transaction Costs," Risks, MDPI, vol. 6(4), pages 1-14, October.
- Anne Lavigne, 2006.
"Gouvernance et investissement des fonds de pension privés aux Etats-Unis,"
Working Papers
halshs-00081401, HAL.
- Anne LAVIGNE, 2006. "Gouvernance et investissement des fonds de pension privés aux Etats-Unis," LEO Working Papers / DR LEO 690, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- An Chen & Thai Nguyen & Thorsten Sehner, 2022. "Unit-Linked Tontine: Utility-Based Design, Pricing and Performance," Risks, MDPI, vol. 10(4), pages 1-27, April.
- Alan J. Auerbach, 1981. "Evaluating the Taxation of Risky Assets," NBER Working Papers 0806, National Bureau of Economic Research, Inc.
- Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
- Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
- Felix Chopra & Ingar Haaland, 2023.
"Conducting qualitative interviews with AI,"
CEBI working paper series
23-06, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Felix Chopra & Ingar Haaland & Ingar K. Haaland, 2023. "Conducting Qualitative Interviews with AI," CESifo Working Paper Series 10666, CESifo.
- Auffret, Philippe, 2001. "An alternative unifying measure of welfare gains from risk-sharing," Policy Research Working Paper Series 2676, The World Bank.
- John H. Cochrane, 2014.
"A Mean-Variance Benchmark for Intertemporal Portfolio Theory,"
Journal of Finance, American Finance Association, vol. 69(1), pages 1-49, February.
- John H. Cochrane, 2013. "A Mean-Variance Benchmark for Intertemporal Portfolio Theory," NBER Working Papers 18768, National Bureau of Economic Research, Inc.
- Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen, 2024. "Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time," Papers 2407.16525, arXiv.org, revised Oct 2024.
- Luo, Yulei, 2015. "Robustly Strategic Consumption-Portfolio Rules with Informational Frictions," MPRA Paper 64312, University Library of Munich, Germany.
- Roel van Elk & Marc van der Steeg & Dinand Webbink, 2013. "The effects of a special program for multi-problem school dropouts on educational enrolment, employment and criminal behaviour; Evidence from a field experiment," CPB Discussion Paper 241.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022.
"Derivatives-based portfolio decisions: an expected utility insight,"
Annals of Finance, Springer, vol. 18(2), pages 217-246, June.
- Marcos Escobar-Anel & Matt Davison & Yichen Zhu, 2022. "Derivatives-based portfolio decisions. An expected utility insight," Papers 2201.03717, arXiv.org.
- Chen, An & Hieber, Peter & Sureth, Caren, 2022. "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research 273, arqus - Arbeitskreis Quantitative Steuerlehre.
- Zhenya Liu & Yuhao Mu, 2022. "Optimal Stopping Methods for Investment Decisions: A Literature Review," IJFS, MDPI, vol. 10(4), pages 1-23, October.
- Mayank Goel & Suresh Kumar K., 2006. "A Risk-Sensitive Portfolio Optimisation Problem with Stochastic Interest Rate," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(3), pages 263-282, December.
- repec:diw:diwfin:diwfin04050 is not listed on IDEAS
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2020.
"Heterogeneity and Persistence in Returns to Wealth,"
Econometrica, Econometric Society, vol. 88(1), pages 115-170, January.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," EIEF Working Papers Series 1615, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2016.
- Andreas Fagereng & Luigi Guiso & Luigi Pistaferri & Davide Malacrino, 2019. "Heterogeneity and persistence in returns to wealth," Discussion Papers 912, Statistics Norway, Research Department.
- Andreas Fagereng & Luigi Guiso & Mr. Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," IMF Working Papers 2018/171, International Monetary Fund.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2018. "Heterogeneity and Persistence in Returns to Wealth," CESifo Working Paper Series 7107, CESifo.
- Guiso, Luigi & Pistaferri, Luigi & Fagereng, Andreas & Malacrino, Davide, 2016. "Heterogeneity and Persistence in Returns to Wealth," CEPR Discussion Papers 11635, C.E.P.R. Discussion Papers.
- Andreas Fagereng & Luigi Guiso & Davide Malacrino & Luigi Pistaferri, 2016. "Heterogeneity and Persistence in Returns to Wealth," NBER Working Papers 22822, National Bureau of Economic Research, Inc.
More about this item
Keywords
Environmental Economics and Policy; Risk and Uncertainty;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2014-05-24 (Environmental Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aare14:165857. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/aaresea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.