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ArticlePortfolio selection with consumption ratcheting

Junkee Jeon2018

Article2018

Portfolio selection with consumption ratcheting

Junkee Jeon · Hyeng Keun Koo · Yong Hyun Shin

38 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1994Investment under Uncertainty 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model 1971Optimum consumption and portfolio rules in a continuous-time model 1985The equity premium: A puzzle 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1995Myopic Loss Aversion and the Equity Premium Puzzle

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2019An Intertemporal Preference with Risk and Loss Aversion

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Year2018

Typearticle

Published2018-06-23

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations38

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.jedc.2018.05.003

openalex_workW2810345514

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