Download - Consumption and Portfolio Decisions When Expected Returns ... · portfolio, to maximize a utility function defined over consumption rather than wealth.3 Second, we assume that the

Robustly Strategic Consumption-Portfolio Rules with Informational …yluo/research/ManScienceRR2016.pdf · Robustly Strategic Consumption-Portfolio Rules with Informational Frictions

Consumption and Portfolio Choice under Internal ...aria.org/wp-content/uploads/2020/06/BBLHFormationBlind.pdf · Consumption and Portfolio Choice under Internal Multiplicative Habit

Portfolio Optimization with Mental Accounts · Separation of production from consumption also underlies Markowitz’s (1952) mean-variance portfolio theory (MVT). Each mean-variance

Consumption and Portfolio Choice with Option-Implied State ...

Inter-temporal Consumption Choice. 2 The Basic Economics In ECO100 we assume a unique happiness function for every individual (utility function). We call.

Understanding the Di erences in Customer Portfolio ...cocoa.ethz.ch/downloads/2015/07/2142_paper_channel...Customer Portfolio Characteristics and Insurance Consumption across Distribution