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