Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion-Reference-Cited by-同舟云学术

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Global Optimal Consumption–Portfolio Rules with Myopic Preferences and Loss Aversion

Published:2021-09-13 Issue: Volume: Page:
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Yue Jia,Wang Ming-Hui,Huang Nan-Jing

Funder

National Natural Science Foundation of China

Publisher

Springer Science and Business Media LLC

Subject

Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)

Link

https://link.springer.com/content/pdf/10.1007/s10614-021-10187-6.pdf

Reference45 articles.

1. Altarovici, A., Reppen, M., & Soner, H. M. (2017). Optimal consumption and investment with fixed and proportional transaction costs. SIAM Journal on Control and Optimization, 55, 1673–1710.

2. Arkes, H. R., Hirshleifer, D., Jiang, D., & Lim, S. (2008). Reference point adaptation: Tests in the domain of security trading. Organizational Behavior and Human Decision Processes, 105, 67–81.

3. Barberis, N., Huang, M., & Santos, T. (2001). Prospect theory and asset prices. The Quarterly Journal of Economics, 116, 1–53.

4. Barberis, N., & Xiong, W. (2012). Realization utility. Journal of Financial Economics, 104, 251–271.

5. Basak, S., Chabakauri, G., & Yavuz, M. D. (2019). Investor protection and asset prices. The Review of Financial Studies, 32, 4905–4946.

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