Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints |
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Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (English)
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28 March 2019
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loss aversion
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optimal portfolio and consumption
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consumption constraints
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martingale method
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