Gain/loss asymmetric stochastic differential utility (Q2661667)

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Gain/loss asymmetric stochastic differential utility
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    Gain/loss asymmetric stochastic differential utility (English)
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    7 April 2021
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    gain/loss asymmetry
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    stochastic differential utility
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    consumption-investment problem
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    subjective discount rates
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    recursive utility
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    portfolio selection
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