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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OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON
scientific article; zbMATH DE number 6776184

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    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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