Dynamic consumption and portfolio choice under prospect theory
Servaas van Bilsen, Roger J.A. Laeven
| Year of publication: |
2020
|
|---|---|
| Authors: | Bilsen, Servaas van ; Laeven, Roger J. A. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 91.2020, p. 224-237
|
| Subject: | Endogenous reference level | Loss aversion | Optimal annuity design | Optimal consumption choice | Optimal portfolio choice | Probability weighting | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Konsumtheorie | Consumption theory | Nachfragetheorie des Haushalts | Consumer demand theory | Intertemporale Entscheidung | Intertemporal choice | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242015