Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory
Liurui Deng, Zilan Liu and Jie Tan
| Year of publication: |
2022
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|---|---|
| Authors: | Deng, Liurui ; Liu, Zilan ; Tan, Jie |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 49, p. 5690-5716
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| Subject: | consumption | Cumulative Prospect Theory (CPT) | mortality | optimal portfolio | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Sterblichkeit | Mortality | Risiko | Risk | Konsumtheorie | Consumption theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Lebenszyklus | Life cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2048788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411249