Dynamic asset allocation with loss aversion in a jump-diffusion model
Crossref DOI link: https://doi.org/10.1007/s10255-015-0485-1
Published Online: 2015-06-19
Published Print: 2015-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mi, Hui
Bi, Xiu-chun
Zhang, Shu-guang
Text and Data Mining valid from 2015-06-01
