Robust consumption and portfolio choices with habit formation
Tongtong Li, Shibo Wang, Jinqiang Yang
| Year of publication: |
2021
|
|---|---|
| Authors: | Li, Tongtong ; Wang, Shibo ; Yang, Jinqiang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 98.2021, p. 227-246
|
| Subject: | Detection error probabilities | Excess sensitivity | Excess smoothness | Homothetic model uncertainty | Multiplicative habit formation | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Einkommenshypothese | Income hypothesis | Risiko | Risk | Konsumentenverhalten | Consumer behaviour | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2021.03.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793894