Global optimal consumption-portfolio rules with myopic preferences and loss aversion
Jia Yue, Ming-Hui Wang, Nan-Jing Huang
| Year of publication: |
2022
|
|---|---|
| Authors: | Yue, Jia ; Wang, Ming-Hui ; Huang, Nan-Jing |
| Subject: | CARA utility | Consumption-portfolio rules | Loss aversion | Myopic preferences | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Nutzen | Utility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10187-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013447447