Baidu
map

Partial liquidation under reference-dependent preferences

Henderson, V; Muscat, J

Henderson, V (corresponding author), Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England.

FINANCE AND STOCHASTICS, 2020; 24 (2): 335

Abstract

We propose a multiple optimal stopping model where an investor can sell a divisible asset position at times of her choosing. Investors have S-shaped r......

Full Text Link


Baidu
map
Baidu
map
Baidu
map