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contingent claims analysis, life-cycle finance, retirement saving plans
Contingent claims, job-switching, life-cycle, Arrow-Debreu securities
Black-Scholes Formula, Option Pricing, Dynamic Replication
Smooth preferences, Ambiguity aversion, Risk aversion, Mean-variance portfolio choices, Alpha
Model Uncertainty, Mean-Variance Portfolio-Selection Theory, Two-Fund Separation Theorem, Capital Asset Pricing Model
Model uncertainty, Mean-variance portfolio-selection theory, Two-fund separation theorem, Capital asset pricing model
Life-Cycle Investing, Welfare Analysis, First-Best Portfolios, Age-Based Investment Rules, Numerical Optimization
Real Options Games, Strategic Investment, Lumpy Investment, Investment Clusters, Duopolistic Competition, American Options, Early Exercise Premium Representation
Corporate Debt, Merton Model, No-Arbitrage Pricing
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Life-cycle Modeling, Industry-specifi
c Risk, Job-switching Options, Portfolio Choice, Familiarity-based Investments, Businessman Risk
Real Options Games, Strategic Investment, Inaction Equilibria, American Options, Early Exercise Premium Representation
Small risk, Small uncertainty, Orders of risk aversion, Orders of model uncertainty aversion, Smooth preferences
Policy uncertainty; Credit cycles; Qualified mortgages
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