Optimal investment with minimum performance constraints under dynamic reference point (Q4574890)
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scientific article; zbMATH DE number 6907247
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| English | Optimal investment with minimum performance constraints under dynamic reference point |
scientific article; zbMATH DE number 6907247 |
Statements
18 July 2018
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dynamic reference point
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minimum revenue constraint
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equivalent substitution
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martingale method
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loss aversion
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0.8275697231292725
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0.7978783845901489
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0.7838859558105469
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0.7748643159866333
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