The following publications are possibly variants of this publication:
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraintsJingjing Song, Xiuchun Bi, Rong Li, Shuguang Zhang. amc, 299:80-94, 2017. [doi]
- Dynamic Trading with Reference Point Adaptation and Loss AversionYun Shi, Xiangyu Cui, Jing Yao, Duan Li. ior, 63(4):789-806, 2015. [doi]