"Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum."

Xun Li, Xiang Yu, Qinyi Zhang (2024)

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DOI: 10.1137/22M149212X

access: closed

type: Journal Article

metadata version: 2024-04-01

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Xun Li, Xiang Yu, Qinyi Zhang:
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. SIAM J. Financial Math. 15(1): 121-160 (2024)

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