A portfolio choice model with utility from anticipation of future consumption and stock market mean reversion
Arik Kuznitz; Shmuel Kandel; Vyacheslav Fos
| Year of publication: |
2008
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|---|---|
| Authors: | Kuznitz, Arik ; Kandel, Shmuel ; Fos, Vyacheslav |
| Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 52.2008, 8, p. 1338-1352
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| Subject: | Portfolio-Management | Portfolio selection | Mean Reversion | Mean reversion | Konsum | Consumption | Anlageverhalten | Behavioural finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003804462