Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic asset allocation with loss aversion in a jump-diffusion model |
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Dynamic asset allocation with loss aversion in a jump-diffusion model (English)
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22 July 2015
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jump-diffusion process
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loss aversion
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asset allocation
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martingale
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