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Optimal consumption-portfolio rules with biased beliefs

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Publication:1627019
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DOI10.1016/J.ECONLET.2018.10.003zbMath1402.91705OpenAlexW2897901592MaRDI QIDQ1627019

Jinqiang Yang, Shehong Hou, Yingjie Niu

Publication date: 22 November 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.10.003


zbMATH Keywords

consumptionasset allocationoverconfidencebiased beliefsoverextrapolation


Mathematics Subject Classification ID

Portfolio theory (91G10)


Related Items (2)

Household lifetime strategies under a self-contagious market ⋮ Household consumption-investment-insurance decisions with uncertain income and market ambiguity




Cites Work

  • Optimum consumption and portfolio rules in a continuous-time model
  • Unnamed Item




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