Direr, Alexis Portfolio choice with time horizon risk. (English) Zbl 07806900 Int. J. Theor. Appl. Finance 26, No. 6-7, Article ID 2350026, 19 p. (2023). MSC: 91G10 91B16 PDFBibTeX XMLCite \textit{A. Direr}, Int. J. Theor. Appl. Finance 26, No. 6--7, Article ID 2350026, 19 p. (2023; Zbl 07806900) Full Text: DOI
Ma, Yue; Li, Zhongfei Robust portfolio choice with limited attention. (English) Zbl 07804308 Electron. Res. Arch. 31, No. 7, 3666-3687 (2023). MSC: 91G10 93E20 PDFBibTeX XMLCite \textit{Y. Ma} and \textit{Z. Li}, Electron. Res. Arch. 31, No. 7, 3666--3687 (2023; Zbl 07804308) Full Text: DOI
Wang, Gu; Ye, Jiaxuan Fund managers’ competition for investment flows based on relative performance. (English) Zbl 1522.91236 J. Optim. Theory Appl. 198, No. 2, 605-643 (2023). MSC: 91G10 PDFBibTeX XMLCite \textit{G. Wang} and \textit{J. Ye}, J. Optim. Theory Appl. 198, No. 2, 605--643 (2023; Zbl 1522.91236) Full Text: DOI
Farago, Adam; Hjalmarsson, Erik Long-horizon stock returns are positively skewed. (English) Zbl 1519.91244 Rev. Finance 27, No. 2, 495-538 (2023). MSC: 91G15 91G10 PDFBibTeX XMLCite \textit{A. Farago} and \textit{E. Hjalmarsson}, Rev. Finance 27, No. 2, 495--538 (2023; Zbl 1519.91244) Full Text: DOI
He, Lei; Tian, Shuling Optimal post-retirement consumption and portfolio choices with idiosyncratic individual mortality force and awareness of mortality risk. (English) Zbl 07702506 Commun. Stat., Theory Methods 52, No. 7, 2259-2275 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{L. He} and \textit{S. Tian}, Commun. Stat., Theory Methods 52, No. 7, 2259--2275 (2023; Zbl 07702506) Full Text: DOI
Jeon, Junkee; Park, Kyunghyun Optimal job switching and retirement decision. (English) Zbl 1511.91072 Appl. Math. Comput. 443, Article ID 127777, 25 p. (2023). MSC: 91B39 60G40 93E20 PDFBibTeX XMLCite \textit{J. Jeon} and \textit{K. Park}, Appl. Math. Comput. 443, Article ID 127777, 25 p. (2023; Zbl 1511.91072) Full Text: DOI
Zhang, Yu-Song; Fei, Chen; Pan, Hai-Feng; Huang, Jian Optimal consumption, leisure and job choice under inflationary environment. (English) Zbl 07660457 J. Oper. Res. Soc. China 11, No. 1, 83-107 (2023). MSC: 91B42 91B39 91G10 PDFBibTeX XMLCite \textit{Y.-S. Zhang} et al., J. Oper. Res. Soc. China 11, No. 1, 83--107 (2023; Zbl 07660457) Full Text: DOI
Cheng, Yuyang; Escobar-Anel, Marcos Robust portfolio choice under the 4/2 stochastic volatility model. (English) Zbl 07653424 IMA J. Manag. Math. 34, No. 1, 221-256 (2023). MSC: 90-XX 91-XX PDFBibTeX XMLCite \textit{Y. Cheng} and \textit{M. Escobar-Anel}, IMA J. Manag. Math. 34, No. 1, 221--256 (2023; Zbl 07653424) Full Text: DOI
Miao, Jianjun; Su, Dongling Asset market equilibrium under rational inattention. (English) Zbl 1507.91204 Econ. Theory 75, No. 1, 1-30 (2023). MSC: 91G10 91G30 PDFBibTeX XMLCite \textit{J. Miao} and \textit{D. Su}, Econ. Theory 75, No. 1, 1--30 (2023; Zbl 1507.91204) Full Text: DOI
Chen, Zheng; Li, Zhongfei; Zeng, Yan Portfolio choice with illiquid asset for a loss-averse pension fund investor. (English) Zbl 1507.91170 Insur. Math. Econ. 108, 60-83 (2023). MSC: 91G05 91G10 60G46 PDFBibTeX XMLCite \textit{Z. Chen} et al., Insur. Math. Econ. 108, 60--83 (2023; Zbl 1507.91170) Full Text: DOI
Wei, Pengyu; Yang, Charles; Zhuang, Yi Robust consumption and portfolio choice with derivatives trading. (English) Zbl 1524.91111 Eur. J. Oper. Res. 304, No. 2, 832-850 (2023). MSC: 91G10 PDFBibTeX XMLCite \textit{P. Wei} et al., Eur. J. Oper. Res. 304, No. 2, 832--850 (2023; Zbl 1524.91111) Full Text: DOI