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Mathematics and financial economics
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Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas
;
Shevchenko, Pavel V.
;
Zagst, Rudi
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
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Optimal investment with transaction costs under cumulative prospect theory in discrete time
Zou, Bin
;
Zagst, Rudi
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 393-421
Persistent link: https://www.econbiz.de/10011900575
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