Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682): Difference between revisions
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Latest revision as of 22:02, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment |
scientific article |
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Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (English)
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9 June 2011
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portfolio choice
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single period
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cumulative prospect theory
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reference point
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loss aversion
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S-shaped utility function
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probability weighting
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well-posedness
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