Kristen S. Moore
Economics and Econometrics · 2006
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom Kristen S. Moore trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Kristen S. Moore's perspective
Ordered by how strongly the researchers Kristen S. Moore trusts endorse each paper. Same corpus, a different order for every researcher.
- Consumption and Portfolio Choice over the Life Cycle
- Individual Risk in an Investment-Based Social Security System
- Strategic Asset Allocation: Portfolio Choice for Long-Term Investors
- Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
- Arbitrage Theory in Continuous Time
- Portfolio and Consumption Decisions under Mean-Reverting Returns: An Exact Solution for Complete Markets (Journal of Financial and Quantitative Analysis)
- Risk Aversion in the Small and in the Large. When Outcomes are Multidimensional
- Martingale Methods in Financial Modelling
- Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
- The stochastic behaviour of commodity prices
Their papers
- Optimal insurance in a continuous-time model (2006) — 50 citations