Optimal portfolio and consumption choices of retirees with uncertain lifetimes under cumulative prospect theory
Year of publication: |
2022
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Authors: | Deng, Liurui ; Liu, Zilan ; Tan, Jie |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 49, p. 5690-5716
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Subject: | consumption | Cumulative Prospect Theory (CPT) | mortality | optimal portfolio | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Sterblichkeit | Mortality | Entscheidung unter Unsicherheit | Decision under uncertainty | Konsumtheorie | Consumption theory |
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