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Publications by Allan G. Timmermann

Optimal Portfolio Choice Under Regime Switching, Skew and Kurtosis Preferences

SSRN Electronic Journal

English

Learning, Structural Instability and Present Value Calculations

SSRN Electronic Journal

English

Related publications

Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns

Journal of Economic Dynamics and Control

Applied Mathematics

English

Optimal Dividend Distribution Under Markov Regime Switching

Finance and Stochastics

English

Equilibrium Asset Pricing and Portfolio Choice With Heterogeneous Preferences

SSRN Electronic Journal

English

Asset Allocation Under Multivariate Regime Switching

Journal of Economic Dynamics and Control

Applied Mathematics

English

Optimal Portfolio Choice When Utility Depends on Health

International Journal of Economic Theory

English

Optimal Annuity Portfolio Under Inflation Risk

SSRN Electronic Journal

English

Choice Under Risk: How Occupation Influences Preferences

Frontiers in Psychology

English

Pareto Optimal Allocation Under Uncertain Preferences

English

Optimal Portfolio Choice With Predictability in House Prices and Transaction Costs

SSRN Electronic Journal

English