Research advances on the theory of optimal consumption and portfolio for loss aversion

DOI10.13878/J.CNKI.JNUIST.2017.04.013MaRDI QIDQ4640751zbMATH OpenFDO

Authors Xu Luo, Weiyin Fei, Dengfeng Xia

Publication date 25 May 2018

zbMATH Keywords

loss aversionbehavioral financemartingale methodKnight uncertainty

Mathematics Subject Classification ID

Portfolio theory (91G10) Martingales with continuous parameter (60G44)

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