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Chapter 19 Dynamic Portfolio Choice and Risk Aversion
Costis Skiadas
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Corresponding author for this work
Finance
Research output
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Review article
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peer-review
20
Scopus citations
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INIS
risks
100%
information
100%
dynamics
100%
utilities
66%
stochastic processes
66%
differential equations
66%
lifetime
33%
modeling
33%
constraints
33%
income
33%
solutions
33%
scale invariance
33%
Computer Science
Optimality Condition
100%
Stochastic Differential
100%
Utility Function
50%
Recursion
50%
Scale Invariance
50%
Roles
50%
Modeling
50%
Utilities
50%
Dependent Source
50%
Version Information
50%
Economics, Econometrics and Finance
Information
100%
Portfolio Choice
100%
Utility Function
33%
Scientific Modelling
33%
Utility
33%
Income
33%
Order
33%
Consumption
33%
Social Sciences
Stochastics
66%
Equations
66%
Economic and Social Development
33%
Novels
33%
Theory
33%
Contribution
33%
Decision
33%
Trees
33%
Income
33%