Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints |
scientific article; zbMATH DE number 7043849
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints |
scientific article; zbMATH DE number 7043849 |
Statements
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (English)
0 references
28 March 2019
0 references
loss aversion
0 references
optimal portfolio and consumption
0 references
consumption constraints
0 references
martingale method
0 references
0 references
