34 citations found. Retrieving documents...
P.A. Samuelson. Lifetime portfolio selection by dynamic stochastic programming. Review of Economics and Statistics, 51:239-246, 1969. 70

 Home/Search   Document Not in Database   Context   Related Articles   Check  

This paper is cited by the following papers:

First 50 documents

Mean-variance Portfolio Selection under Markov Regime.. - Yin, Zhou   (Correct)
Agent-Based Stockmarket Models: calibration issues and application - Palin (2002)   (Correct)
Multiagent Cooperative Search for Portfolio Selection - Parkes, Huberman   (2 citations)  (Correct)
Precautionary saving and portfolio allocation: DP by GMM - Letendre, Smith (2001)   (Correct)
Total Wealth, Consumption and Portfolio Shares: Evidence and.. - Normandin, al. (1999)   (Correct)
Household Portfolios in the United States - Bertaut, Starr-McCluer (1999)   (1 citation)  (Correct)
Household Portfolios: An International Comparison - Luigi Guiso Ente   (Correct)
Optimal Investment in Incomplete Financial Markets - Schachermayer (2000)   (Correct)
Dynamic Asset Allocation under Inflation - Brennan, Xia (2000)   (Correct)
A HEURISTIC MACRO MODEL OF A FINANCIAL MARKET Myron J. Gordon.. - Nove Mb Er   (Correct)
Optimal Portfolio Choice Under Loss Aversion - Berkelaar, Kouwenberg (2000)   (1 citation)  (Correct)
Optimal Dynamic Portfolio Selection: Multi-Period Mean-Variance.. - Li, Ng (1998)   (1 citation)  (Correct)
Optimal Hedging Strategy For A Portfolio Investment Problem.. - Dokuchaev, Teo (1999)   (Correct)
Dynamic Asset Allocation and Downside-Risk Aversion - Berkelaar, Kouwenberg (2000)   (2 citations)  (Correct)
Optimal Portfolios for Logarithmic Utility - Goll, Kallsen (1999)   (7 citations)  (Correct)
The Role of Learning in Dynamic Portfolio Decisions - Brennan (1997)   (3 citations)  (Correct)
Stochastic Programming Models for Asset Liability Management - Kouwenberg, Zenios (2001)   (1 citation)  (Correct)
Optimal Investment in Incomplete Financial Markets - Schachermayer   (Correct)
Optimal Rebalancing of Portfolio Weights under Time-varying.. - Larsson (2001)   (Correct)
A Comparison of Discrete and Parametric.. -.. (2000)   (Correct)
International Asset Allocation with Time-Varying Correlations - Ang, Bekaert (1999)   (4 citations)  (Correct)
Optimal Consumption, Portfolio Selection and Life Insurance .. - Sachi Purcal School   (Correct)
Investing in a Real World With Mean-Reverting Inflation - Berkelaar, Kouwenberg   (Correct)
Optimal Consumption-Investment Decisions Allowing for Bankruptcy.. - Sethi (1998)   (Correct)
Occupation-Level Income Shocks and Asset Returns: Their.. - Davis, Willen (2000)   (1 citation)  Self-citation (Paul)   (Correct)

First 50 documents

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC