Optimal portfolio choice with loss aversion over consumption
Year of publication: |
November 2017
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Authors: | Curatola, Giuliano |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 66.2017, p. 345-358
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Subject: | Loss-aversion | Habit-formation | Consumption-portfolio choice | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Konsumentenverhalten | Consumer behaviour |
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