Optimal portfolio and consumption models under loss aversion in infinite time horizon (Q5358096)
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scientific article; zbMATH DE number 6776184
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| English | Optimal portfolio and consumption models under loss aversion in infinite time horizon |
scientific article; zbMATH DE number 6776184 |
Statements
OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON (English)
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19 September 2017
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optimal portfolio and consumption models
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loss aversion
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infinite time horizon
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S-shaped utility
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0.9054787755012512
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0.8396750688552856
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0.8345924019813538
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0.8125095367431641
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0.8036786913871765
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