Theory of dynamic portfolio choice for survival under uncertainty
Bibliographic Data
| ID | 11284661 |
|---|---|
| Authors | Santanu Roy (0000-0001-6795-1095, Erasmus University Rotterdam, corresponding author) |
| Year | 1995 |
| Volume | 30 |
| Issue | 2 |
| Pages | 171-194 |
| Publication date | 1995-10-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Mathematical Social Sciences (JOURNAL) |
| Journal identifiers | ISSN: 0165-4896 • E-ISSN: 1879-3118 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/0165-4896(95)00783-i |
| OpenAlex | W2168637587 |
| Language | EN |
| References cited | 22 |
Asset (computer security · Consumption (sociology · Discrete time and continuous time · Dynamic inconsistency · Dynamic programming · Econometrics · Economics · Expected utility hypothesis · Financial economics · Mathematical economics · Mathematical optimization · Merton's portfolio problem · Microeconomics · Portfolio · Portfolio optimization · Preference · Replicating portfolio · Statistics · Time horizon · Computer Science · Economic theories and models · Mathematics · Risk and Portfolio Optimization · Stochastic processes and financial applications · Finance
Core and Equilibria of a Large Economy. (PSME-5)
Aspects of the theory of risk-bearing
Optimum consumption and portfolio rules in a continuous-time model
An Inquiry into Well-Being and Destitution
Lifetime Portfolio Selection By Dynamic Stochastic Programming
Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis
A Behavioral Model of Rational Choice
| Highly cited | No |
|---|