Portfolio selection with consumption ratcheting
type: Item
instance of: scholarly article
title: Portfolio selection with consumption ratcheting
zbMATH Open document ID: 1401.91520
author: Junkee Jeon
author: Hyeng Keun Koo
author: Yong Hyun Shin
publication date: 2018-08-13T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6917218
zbMATH Keywords: portfolio selection
zbMATH Keywords: intolerance for decline in consumption
zbMATH Keywords: risk attitude
zbMATH Keywords: asset pricing
MaRDI profile type: Publication
full work available at URL: j.jedc.2018.05.003
OpenAlex ID: W2810345514
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Wikidata QID: Q129610284
DOI: 10.1016/J.JEDC.2018.05.003
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6917218