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Life cycle finance, portfolio choice, pension, consumption, leisure
Asset Allocation, Hedge Funds, Performance Measurement, Market Timing, Market Price of Risk
Asset pricing puzzles, regime-dependent preferences, incomplete information, equity premium, riskless rate, equity volatility, term structure, bond volatility, dividend strips, implied recession probability, recession detection
insider information, free lunch, arbitrage, contingent claim, utility maximization, portfolio policies, enlargements of filtrations, Malliavin calculus
General equilibrium, trading volume, heterogenous agents, multiple goods, incomplete markets, no-trade theorem
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File name: mafi.
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Lifecycle finance, consumption, labor, portfolio, hedging, wealth, pension plan, target-date-funds, dynamic analysis
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