Dynamic Consumption and Portfolio Choice under Prospect Theory
Author(s) -
Servaas van Bilsen,
Roger J. A. Laeven
Publication year - 2019
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3398873
Subject(s) - portfolio , economics , prospect theory , consumption (sociology) , modern portfolio theory , microeconomics , financial economics , sociology , social science
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