Portfolio choice with illiquid asset for a loss-averse pension fund investor
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Publication:2681450
DOI10.1016/j.insmatheco.2022.10.003OpenAlexW4309778022MaRDI QIDQ2681450
Yan Zeng, Zheng Chen, Zhong-Fei Li
Publication date: 3 February 2023
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.10.003
Cites Work
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