Pages that link to "Item:Q1932528"
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The following pages link to Static portfolio choice under cumulative prospect theory (Q1932528):
Displaying 44 items.
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
- Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- Loss aversion with multiple investment goals (Q1938967) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- Nonparametric inference for distortion risk measures on tail regions (Q2010897) (← links)
- Mathematical foundation of artificial intelligence (Q2086263) (← links)
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion (Q2088286) (← links)
- Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
- S-shaped narrow framing, skewness and the demand for insurance (Q2155855) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
- The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
- On the investment direction of a behavioral portfolio choice model (Q2294315) (← links)
- The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
- Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
- Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (Q4609758) (← links)
- Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
- How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
- Reference Dependence and Market Participation (Q5108261) (← links)
- Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
- BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
- Long-term dynamic asset allocation under asymmetric risk preferences (Q6090179) (← links)