Dynamic portfolio selection for nonlinear law-dependent preferences
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- Zongxia Liang & Jianming Xia & Keyu Zhang, 2023. "Equilibrium stochastic control with implicitly defined objective functions," Papers 2312.15173, arXiv.org, revised Dec 2023.
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This paper has been announced in the following NEP Reports:- NEP-UPT-2023-12-18 (Utility Models and Prospect Theory)
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