Andreas Lichtenstern

Technische Universität München (TUM) - Chair of Mathematical Finance

Parkring 11

Garching-Hochbrueck, 85748

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

127

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Optimal Life-Cycle Consumption and Investment Decisions Under Age-Dependent Risk Preferences

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 52 Posted: 21 Nov 2018 Last Revised: 06 Aug 2019
Andreas Lichtenstern, Pavel V. Shevchenko and Rudi Zagst
Technische Universität München (TUM) - Chair of Mathematical Finance, Macquarie University and Technische Universität München (TUM) - Chair of Mathematical Finance
Downloads 69 (334,247)

Abstract:

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optimal life-cycle consumption and investment, time-varying risk aversion, HARA utility function, martingale method

2.

Behavioral Portfolio Insurance Strategies

Number of pages: 28 Posted: 05 Aug 2019
Marcos Escobar, Andreas Lichtenstern and Rudi Zagst
Ryerson University, Technische Universität München (TUM) - Chair of Mathematical Finance and Technische Universität München (TUM) - Chair of Mathematical Finance
Downloads 43 (415,955)

Abstract:

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3.

Behavioral Portfolio Choice under Hyperbolic Absolute Risk Aversion

Number of pages: 55 Posted: 05 Aug 2019
Marcos Escobar, Andreas Lichtenstern and Rudi Zagst
Ryerson University, Technische Universität München (TUM) - Chair of Mathematical Finance and Technische Universität München (TUM) - Chair of Mathematical Finance
Downloads 15 (555,366)

Abstract:

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