Time Varying Prospective Utility and Optimal Asset Allocation for Stocks and Bonds: The Case of Australia and Japan, 1926-1995

SSRN Electronic Journal
doi 10.2139/ssrn.2128866
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Optimal International Asset Allocation With Time-Varying Risk

Scottish Journal of Political Economy
EconomicsSociologyEconometricsPolitical Science
2006English

Asset Allocation, Time Diversification and Portfolio Optimization for Retirement

Technology and Investment
2011English

Asset Allocation With Regime-Switching: Discrete-Time Case

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
2004English

Do Commodities Add Economic Value in Asset Allocation? New Evidence From Time-Varying Moments

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Precautionary Savings in Stocks and Bonds

SSRN Electronic Journal
2016English

Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2012English

Optimal Monetary Policy and Asset Prices: The Case of Colombia

2009English

Optimal Asset Allocation in Life Insurance: The Impact of Regulation

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
2016English

Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?

SSRN Electronic Journal
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy