Household investment-consumption-insurance policies under the age-dependent risk preferences.
Hao WangNing WangLin XuShujie HuXingyu YanPublished in: Int. J. Control (2023)
Keyphrases
- risk management
- decision making
- risk aversion
- portfolio management
- investment decisions
- risk assessment
- risk averse
- asset allocation
- optimal policy
- temporally extended
- portfolio optimization
- investment strategies
- high risk
- decision makers
- decision support system
- market data
- long run
- individual preferences
- risk analysis
- preference elicitation
- risk factors
- utility function
- user preferences
- multi agent
- risk measures
- multi attribute
- decision theory
- multiple criteria
- optimal portfolio
- project management
- real estate investment