Insurance Mathematics and Economics · 2012 · 61 citations · 13 references
EconomicsLife InsuranceAsset PricingReal InvestmentBusinessEconomic AnalysisOptimal InvestmentIntertemporal Portfolio ChoiceComplete Market SolutionAlternative InvestmentFinancePortfolio ChoiceOptimal Investment Security
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Dynamic Nonmyopic Portfolio Behavior
Ts Kim Tong Suk Kim, Edward Omberg · Review of Financial Studies · 1996 · 695 citations