Gain/loss asymmetric stochastic differential utility (Q2661667)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Gain/loss asymmetric stochastic differential utility |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gain/loss asymmetric stochastic differential utility |
scientific article |
Statements
Gain/loss asymmetric stochastic differential utility (English)
0 references
7 April 2021
0 references
gain/loss asymmetry
0 references
stochastic differential utility
0 references
consumption-investment problem
0 references
subjective discount rates
0 references
recursive utility
0 references
portfolio selection
0 references
0 references
0 references
0 references
0 references
0 references
