The following pages link to Shortfall aversion (Q5855944):
Displayed 7 items.
- Portfolio selection with drawdown constraint on consumption: a generalization model (Q2040428) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Optimal consumption and life insurance under shortfall aversion and a drawdown constraint (Q2681448) (← links)
- Optimal Tracking Portfolio with a Ratcheting Capital Benchmark (Q5000625) (← links)
- A central limit theorem, loss aversion and multi-armed bandits (Q6105382) (← links)
- Consumption-investment decisions with endogenous reference point and drawdown constraint (Q6113174) (← links)
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)