OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (Q5358096)
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scientific article; zbMATH DE number 6776184
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON |
scientific article; zbMATH DE number 6776184 |
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OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (English)
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19 September 2017
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optimal portfolio and consumption models
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loss aversion
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infinite time horizon
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S-shaped utility
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