Continuous-time portfolio selection with loss aversion in an incomplete market (Q4900807)
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scientific article; zbMATH DE number 6129275
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| English | Continuous-time portfolio selection with loss aversion in an incomplete market |
scientific article; zbMATH DE number 6129275 |
Statements
24 January 2013
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loss aversion
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portfolio selection
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incomplete market
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martingale
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0.8125095367431641
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0.7955371141433716
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0.7930260896682739
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0.791135311126709
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