scholarly journals Measuring Efficiency and Risk Preferences in Dynamic Portfolio Choice

2020 ◽  
Author(s):  
Jacopo Magnani ◽  
Jean Paul Rabanal ◽  
Olga Rud ◽  
Yabin Wang
Keyword(s):  
Portfolio Choice ◽  
Risk Preferences ◽  
Measuring Efficiency ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Dynamic Portfolio Choice: A Simulation Approach

2001 ◽  
Author(s):  
Michael W. Brandt ◽  
Amit Goyal ◽  
Pedro Santa-Clara
Keyword(s):  
Portfolio Choice ◽  
Simulation Approach ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance

2019 ◽  
Author(s):  
Rainer Alexander Schüssler
Keyword(s):  
Portfolio Choice ◽  
Out Of Sample ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models

2019 ◽  
Author(s):  
Yannick Dillschneider ◽  
Raimond Maurer ◽  
Peter Schober
Keyword(s):  
Euler Equation ◽  
Portfolio Choice ◽  
Discrete Time ◽  
Choice Models ◽  
Time Dynamic ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Dynamic Portfolio Choice with Stochastic Wage and Life Insurance

2015 ◽  
Vol 19 (4) ◽  
pp. 256-272 ◽  
Author(s):  
Xudong Zeng ◽  
Yuling Wang ◽  
James M. Carson
Keyword(s):  
Portfolio Choice ◽  
Life Insurance ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice
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