The consumption-investment decision of a prospect theory household: a two-period model
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Publication:2358570
DOI10.1016/J.JMATECO.2017.02.003zbMath1395.91408OpenAlexW2472594781MaRDI QIDQ2358570
Panagiotis Tsigaris, Ines Fortin, Jaroslava Hlouskova
Publication date: 15 June 2017
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2017.02.003
Related Items (1)
Cites Work
- Optimum consumption and portfolio rules in a continuous-time model
- Advances in prospect theory: cumulative representation of uncertainty
- Static portfolio choice under cumulative prospect theory
- Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
- Downside loss aversion: winner or loser?
- Prospect Theory and Asset Prices
- Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
- A Model of Reference-Dependent Preferences*
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