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A generalization of Dybvig’s result on portfolio selection with intolerance for decline in consumption

A generalization of Dybvig’s result on portfolio selection with intolerance for decline in consumption

Byung Lim Koo; Hyeng Keun Koo; Jung Lim Koo; ChongSeok Hyun

作者Byung Lim Koo; Hyeng Keun Koo; Jung Lim Koo; ChongSeok Hyun
卷第117卷
期第3期
文件大小206.93KB
发表时间2012
DOI10.1016/j.econlet.2012.08.027

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