Gain/loss asymmetric stochastic differential utility
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Publication:2661667
DOI10.1016/J.JEDC.2020.103975OpenAlexW3013086744MaRDI QIDQ2661667
Publication date: 7 April 2021
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2020.103975
portfolio selectionrecursive utilityconsumption-investment problemstochastic differential utilitygain/loss asymmetrysubjective discount rates
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