Hyperbolic absolute risk aversion

Results: 94



#Item
51Utility / Behavioral finance / Mathematical finance / Actuarial science / Hyperbolic absolute risk aversion / Elasticity of intertemporal substitution / Risk aversion / Equity premium puzzle / Precautionary savings / Financial economics / Economics / Finance

Optimal Portfolio Choice over the Life Cycle with Epstein-Zin-Weil Preferences and G-and-H Distribution Jialun Li Kent Smetters

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Source URL: www.nber.org

Language: English - Date: 2010-11-02 11:55:18
52Economics / Finance / Mathematical optimization / Operations research / Exponential utility / Portfolio optimization / Hyperbolic absolute risk aversion / Utility / Financial economics / Investment

Framework General case Examples Optimal investment under relative performance concerns

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:06:37
53Utility / Actuarial science / Risk management / Behavioral finance / Risk aversion / Expected utility hypothesis / Hyperbolic absolute risk aversion / Emergency management / Ambiguity aversion / Risk / Management / Ethics

Microsoft Word - Risikoaversion_Phasen-1-2_ZusfassBericht_arial_en_NEU_10011857261.doc

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Source URL: www.planat.ch

Language: English - Date: 2012-08-14 03:02:06
54Finance / Laurence Kotlikoff / Asset location / Asset allocation / Intertemporal consumption / Retirement / Rebalancing investments / Social Security / Hyperbolic absolute risk aversion / Investment / Financial economics / Economics

NBER WORKING PAPER SERIES OPTIMAL LIFE-CYCLE INVESTING WITH FLEXIBLE LABOR SUPPLY: A WELFARE ANALYSIS OF LIFE-CYCLE FUNDS Francisco J. Gomes Laurence J. Kotlikoff

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Source URL: www.nber.org

Language: English - Date: 2011-12-05 12:05:29
55Finance / Actuarial science / Asset allocation / Retirement / Hyperbolic absolute risk aversion / Intertemporal consumption / Financial economics / Investment / Economics

Stock Market Participation, Portfolio Choice and Pensions over the Life-Cycle

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Source URL: federalreserve.gov

Language: English - Date: 2009-01-07 13:42:34
56Financial economics / Stock market / Decision theory / Hyperbolic absolute risk aversion / Wealth / Equity / Economics / Finance / Utility

The Effect of Housing on Portfolio Choice Raj Chetty Harvard Adam Szeidl

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Source URL: obs.rc.fas.harvard.edu

Language: English - Date: 2011-03-29 10:42:35
57Management / Business / Ethics / Consumer behaviour / Finance / Loss aversion / Hyperbolic absolute risk aversion / Risk / Decision theory / Behavioral finance / Utility

Information Aversion Marianne Andries 1 1

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Source URL: chicagofed.org

Language: English - Date: 2014-06-05 11:15:28
58Economics / Finance / Financial services / Personal finance / Retirement / Asset allocation / Hyperbolic absolute risk aversion / Retirement spend down / Trinity study / Investment / Financial economics / Actuarial science

RETIREMENT INSIGHTS Breaking the 4% rule Dynamically adapting asset allocation and withdrawal rates to make the most of retirement assets

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Source URL: www.jpmorganfunds.com

Language: English - Date: 2014-09-22 12:00:26
59Financial risk / Investment / Mathematical finance / Financial markets / Diversification / Harry Markowitz / Asset allocation / Beta / Hyperbolic absolute risk aversion / Financial economics / Economics / Finance

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification∗ Phelim Boyle† Lorenzo Garlappi‡

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Source URL: www.bengrahaminvesting.ca

Language: English - Date: 2009-06-19 16:23:43
60Utility / Financial risk / Actuarial science / Behavioral finance / Financial markets / Risk aversion / Risk / Hyperbolic absolute risk aversion / Systematic risk / Economics / Financial economics / Finance

August[removed]Time Varying Risk Aversion ∗

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2014-08-12 09:53:24
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