Optimal consumption and portfolio choice with loss aversion
Year of publication: |
2016
|
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Authors: | Curatola, Giuliano |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, SAFE - Sustainable Architecture for Finance in Europe |
Subject: | Loss-aversion | Habit-formation | Consumption-portfolio choice |
Series: | SAFE Working Paper ; 130 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.2139/ssrn.2749498 [DOI] 853171203 [GVK] hdl:10419/129620 [Handle] RePEc:zbw:safewp:130 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Optimal consumption and portfolio choice with loss aversion
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