Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory
Year of publication: |
2022
|
---|---|
Authors: | Deng, Liurui ; Liu, Zilan ; Tan, Jie |
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 |
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