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dc.contributor.authorJouini, Elyès*
dc.contributor.authorKarehnke, Paul*
dc.contributor.authorNapp, Clotilde*
dc.date.accessioned2013-06-18T07:45:15Z
dc.date.available2013-06-18T07:45:15Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/11420
dc.language.isoenen
dc.subjectPortfolio choiceen
dc.subject.ddc332en
dc.subject.classificationjelG11en
dc.titleOn Portfolio Choice with Savoring and Disappointmenten
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe revisit the model proposed by Gollier-Müermann (2010). In GM, the set of possible anticipations is assumed to be exogeneously fixed. We rather propose a set of possible anticipations that is endogeneously fixed. This permits to consider lotteries with different supports and to revisit the portfolio choice problem, leading to new conclusions and interesting insights.en
dc.relation.isversionofjnlnameManagement Science
dc.relation.isversionofjnlvol60
dc.relation.isversionofjnlissue3
dc.relation.isversionofjnldate2013
dc.relation.isversionofjnlpages796-804
dc.relation.isversionofdoihttp://dx.doi.org/10.1287/mnsc.2013.1767
dc.identifier.urlsitehttps://halshs.archives-ouvertes.fr/halshs-00927267
dc.relation.isversionofjnlpublisherINFORMSen
dc.subject.ddclabelEconomie financièreen
dc.relation.forthcomingprintnonen
hal.person.labIds*
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