Essays on intertemporal consumption and portfolio choice
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- Servaas van Bilsen & Roger J. A. Laeven & Theo E. Nijman, 2020. "Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level," Management Science, INFORMS, vol. 66(9), pages 3927-3955, September.
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This paper has been announced in the following NEP Reports:- NEP-UPT-2015-11-15 (Utility Models and Prospect Theory)
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