DOI10.1111/mafi.12239MaRDI QIDQ5855944
Dan Ren, Paolo Guasoni, Gur Huberman
Publication date: 23 March 2021 Published in: Mathematical Finance (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1111/mafi.12239
zbMATH Keywords
consumption; endowments; portfolio choice; shortfall aversion
Mathematics Subject Classification ID
91B16: Utility theory
91G10: Portfolio theory