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Showing 1 to 4 of 4 for “"Optimal wealth"”.

  1. Optimal portfolio choice : beyond the traditional expected utility maximization paradigm

    … area of calculating expected functionals of the optimal wealth in a log-normal market. The available theory behind the risk budgeting approach is revisited, with the main arguments for and against the approach explained. The equally weighted portfolio, referred to as the risk parity portfolio, is …

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  2. Essays on forward portfolio theory and financial time series modeling

    … modeling techniques to the problem of optimal portfolio choice and financial time series analysis. The first essay presents turnpike-type results for the risk tolerance function in an incomplete Ito-diffusion market setting under time-monotone for- ward performance criteria. We show …

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  3. Il contratto di assicurazione sulla vita a favore di terzo: alternativa al testamento?

    … contract is a well-fitted instrument to ensure wealth transmission as an alternative to last will and testament. The possibility to state or revoke the beneficiary indication by will and its effectiveness since the death of the insured, gives the opportunity to avoid the ban of succession …

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  4. Dynamic optimal asset allocation with optimal stopping

    We develop a model of optimal consumption, labor and portfolio choice with endogenous retirement for an individual's life-cycle decisions. Explicit solutions for finite horizon are derived both for an individual with power utility and for an individual with log utility. There are two distinct …

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