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

DOI10.13878/J.CNKI.JNUIST.2017.04.013zbMATH Open1399.91098MaRDI QIDQ4640751FDOQ4640751

Authors: Xu Luo, Weiyin Fei, Dengfeng Xia 

Publication date: 25 May 2018

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zbMATH Keywords

loss aversionbehavioral financemartingale methodKnight uncertainty

Mathematics Subject Classification ID

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

Cited In (4)

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• Optimal portfolio and consumption models under loss aversion in infinite time horizon
• Portfolio with consumption and terminal gains under loss aversion

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