Optimal investment decisions when time-horizon is uncertain

By C. Blanchet-Scalliet, Nicole El Karoui, Monique Jeanblanc, Lionel Martellini. 2008

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4c34e7c57508d6828cb44a6c4ca860c976c06da9

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yang Shen
2. Jiaqin Wei

In Finance

1. Yang Shen
2. Jiaqin Wei

Citations in the corpus

• Optimal investment-consumption-insurance with random parameters (2016, background): “Interested readers may refer to Blanchet-Scalliet et al. (2008) for detailed discussion about an investmentonly problem when time-horizon is uncertain.”