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Portfolio choice with illiquid asset for a loss-averse pension fund investor - MaRDI portal

Portfolio choice with illiquid asset for a loss-averse pension fund investor (Q2681450)

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Portfolio choice with illiquid asset for a loss-averse pension fund investor
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    Portfolio choice with illiquid asset for a loss-averse pension fund investor (English)
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    3 February 2023
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    portfolio choice
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    illiquid asset
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    loss aversion
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    martingale approach
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    DC pension plan
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