Habit Formation from Correlation Aversion
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Publication:4648259
DOI10.1287/opre.1120.1046zbMath1260.91062MaRDI QIDQ4648259
Kenneth C. jun. Lichtendahl, Raul O. Chao, Samuel E. Bodily
Publication date: 8 November 2012
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.1120.1046
stochastic dynamic programming; decision analysis; multiattribute utility; consumption and portfolio planning
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