Utility basis of consumption and investment decisions in a risk environment
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Publication:2080979
DOI10.1007/s10473-022-0611-0OpenAlexW4303985896WikidataQ114691249 ScholiaQ114691249MaRDI QIDQ2080979
Publication date: 12 October 2022
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10473-022-0611-0
Cites Work
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- Heuristic mean-variance optimization in Markov decision processes using state-dependent risk aversion
- Risk Aversion in the Small and in the Large