Gain/loss asymmetric stochastic differential utility (Q2661667)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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