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Goal-based portfolio choice model with discounted preference - MaRDI portal

Goal-based portfolio choice model with discounted preference (Q2406311)

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Goal-based portfolio choice model with discounted preference
scientific article

    Statements

    title
    Goal-based portfolio choice model with discounted preference (English)
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    author
    Guang Yang
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    Xin-Wang Liu
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    publication date
    27 September 2017
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    zbMATH Keywords
    goal-based portfolio choice
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    discounted preference
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    martingale methods
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    cumulative prospect theory
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    satisfying behavior
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    Identifiers

    zbMATH DE Number
    6781169
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    OpenAlex ID
    W2742674017
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