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Volumn 12, Issue 1, 2010, Pages 57-73

Portfolio choice under uncertain lifetime

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EID: 76149118414     PISSN: 10973923     EISSN: 14679779     Source Type: Journal    
DOI: 10.1111/j.1467-9779.2009.01447.x     Document Type: Article
Times cited : (13)

References (13)
  • 1
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    • BERKELEY MORTALITY DATABASE, http://demog.berkeley.edu/wilmoth/mortality.
  • 3
    • 33750477262 scopus 로고    scopus 로고
    • Uncertain lifetime and intertemporal choice: Risk aversion as a rationale for time discounting
    • BOMMIER, A. (2006a) Uncertain lifetime and intertemporal choice: Risk aversion as a rationale for time discounting, International Economic Review 47 (4 1223 1246.
    • (2006) International Economic Review , vol.47 , Issue.4 , pp. 1223-1246
    • Bommier, A.1
  • 7
    • 76149136087 scopus 로고    scopus 로고
    • On multiattributive risk aversion: Some clarifying results
    • DORFLEITNER, G., and M. KRAPP (2007) On multiattributive risk aversion: Some clarifying results, Review of Managerial Science 1 (1 47 63.
    • (2007) Review of Managerial Science , vol.1 , Issue.1 , pp. 47-63
    • Dorfleitner, G.1    Krapp, M.2
  • 8
    • 0004001439 scopus 로고
    • KEENEY, R. L. H. RAIFFA. eds. New York. John Wiley and Sons. re-edited in 1993 by Cambridge University Press)
    • KEENEY, R. L., and H. RAIFFA (eds 1976) Decisions with Multiple Objectives. New York : John Wiley and Sons (re-edited in 1993 by Cambridge University Press).
    • (1976) Decisions with Multiple Objectives
  • 9
    • 0001072531 scopus 로고
    • Temporal resolution of uncertainty and dynamic choice theory
    • and.
    • KREPS, D. M., and E. L. PORTEUS (1978) Temporal resolution of uncertainty and dynamic choice theory, Econometrica 46 (1 185 200.
    • (1978) Econometrica , vol.46 , Issue.1 , pp. 185-200
    • Kreps, D.M.1    Porteus, E.L.2
  • 10
    • 0000314740 scopus 로고
    • Lifetime portfolio selection under uncertainty: The continuous-time case
    • MERTON, R. (1969) Lifetime portfolio selection under uncertainty: The continuous-time case, The Review of Economics and Statistics 51 (3 247 257.
    • (1969) The Review of Economics and Statistics , vol.51 , Issue.3 , pp. 247-257
    • Merton, R.1
  • 11
    • 0016548838 scopus 로고
    • Multivariate risk aversion, utility independence and separable utility functions
    • RICHARD, S. F. (1975) Multivariate risk aversion, utility independence and separable utility functions, Management Science 22 (1 12 21.
    • (1975) Management Science , vol.22 , Issue.1 , pp. 12-21
    • Richard, S.F.1
  • 12
    • 0000314743 scopus 로고
    • Lifetime portfolio selection by dynamic stochastic programming
    • SAMUELSON, P. A. (1969) Lifetime portfolio selection by dynamic stochastic programming, The Review of Economics and Statistics 51 (3 239 246.
    • (1969) The Review of Economics and Statistics , vol.51 , Issue.3 , pp. 239-246
    • Samuelson, P.A.1
  • 13
    • 10444239779 scopus 로고
    • Uncertain lifetime, life insurance, and the theory of the consumer
    • YAARI, M. E. (1965) Uncertain lifetime, life insurance, and the theory of the consumer, The Review of Economic Studies 32 (2 137 150.
    • (1965) The Review of Economic Studies , vol.32 , Issue.2 , pp. 137-150
    • Yaari, M.E.1


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