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Optimal Lifetime Consumption-Portfolio Strategies Under Trading Constraints and Recursive Preferences
SSRN Electronic Journal
◽
10.2139/ssrn.346420
◽
2002
◽
Cited By ~ 7
Author(s):
Mark Schroder
◽
Costis Skiadas
Keyword(s):
Recursive Preferences
◽
Portfolio Strategies
◽
Trading Constraints
Download Full-text
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Cited By
References
Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences
Stochastic Processes and their Applications
◽
10.1016/j.spa.2003.09.001
◽
2003
◽
Vol 108
(2)
◽
pp. 155-202
◽
Cited By ~ 59
Author(s):
Mark Schroder
◽
Costis Skiadas
Keyword(s):
Recursive Preferences
◽
Portfolio Strategies
◽
Trading Constraints
Download Full-text
Lifetime Consumption-Portfolio Choice Under Trading Constraints, Recursive Preferences and Nontradeable Income
SSRN Electronic Journal
◽
10.2139/ssrn.401681
◽
2003
◽
Cited By ~ 1
Author(s):
Mark Schroder
◽
Costis Skiadas
Keyword(s):
Portfolio Choice
◽
Recursive Preferences
◽
Trading Constraints
Download Full-text
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income
Stochastic Processes and their Applications
◽
10.1016/j.spa.2004.08.001
◽
2005
◽
Vol 115
(1)
◽
pp. 1-30
◽
Cited By ~ 31
Author(s):
Mark Schroder
◽
Costis Skiadas
Keyword(s):
Portfolio Choice
◽
Recursive Preferences
◽
Trading Constraints
Download Full-text
Portfolio Strategies Using Mortgage-Backed Securities (II)
ICFA Continuing Education Series
◽
10.2469/cp.v1985.n1.9
◽
1985
◽
Vol 1985
(1)
◽
pp. 58-61
Author(s):
Richard L. Sega
Keyword(s):
Portfolio Strategies
◽
Mortgage Backed Securities
Download Full-text
Portfolio Strategies Using Mortgage-Backed Securities (I)
ICFA Continuing Education Series
◽
10.2469/cp.v1985.n1.8
◽
1985
◽
Vol 1985
(1)
◽
pp. 53-57
Author(s):
William H. Gross
Keyword(s):
Portfolio Strategies
◽
Mortgage Backed Securities
Download Full-text
Endogenous Trading Constraints with Incomplete Asset Markets
SSRN Electronic Journal
◽
10.2139/ssrn.1026679
◽
2007
◽
Cited By ~ 3
Author(s):
Eva Carceles-Poveda
Keyword(s):
Asset Markets
◽
Incomplete Asset Markets
◽
Trading Constraints
Download Full-text
Consumption and Asset Prices with Recursive Preferences
SSRN Electronic Journal
◽
10.2139/ssrn.135248
◽
1998
◽
Cited By ~ 10
Author(s):
Mark Emery Fisher
◽
Christian Gilles
Keyword(s):
Asset Prices
◽
Recursive Preferences
Download Full-text
Simple Active Portfolio Strategies that Outperform Naive Diversification
SSRN Electronic Journal
◽
10.2139/ssrn.1454798
◽
2009
◽
Author(s):
Chris Kirby
◽
Barbara Ostdiek
Keyword(s):
Portfolio Strategies
◽
Naïve Diversification
Download Full-text
The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences
SSRN Electronic Journal
◽
10.2139/ssrn.1573246
◽
2010
◽
Cited By ~ 1
Author(s):
Mark D. Schroder
◽
Sumit Sinha
◽
Shlomo Levental
Keyword(s):
Moral Hazard
◽
Continuous Time
◽
Principal Agent
◽
Recursive Preferences
◽
Principal Agent Problem
Download Full-text
Cash Flow and Risk Premium Dynamics in an Equilibrium Asset Pricing Model with Recursive Preferences
SSRN Electronic Journal
◽
10.2139/ssrn.2693748
◽
2015
◽
Author(s):
Taeyoung Doh
◽
Shu Wu
Keyword(s):
Asset Pricing
◽
Cash Flow
◽
Risk Premium
◽
Pricing Model
◽
Recursive Preferences
◽
Asset Pricing Model
◽
Equilibrium Asset Pricing
Download Full-text
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