A new characterization of comonotonicity and its application in behavioral finance (Q488508): Difference between revisions

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Latest revision as of 14:15, 9 July 2024

scientific article
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A new characterization of comonotonicity and its application in behavioral finance
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    A new characterization of comonotonicity and its application in behavioral finance (English)
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    26 January 2015
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    comonotonicity
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    behavioral finance
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    quantile formulation
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    atomless/non-atomic
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    pricing kernel
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    cumulative prospect theory
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    rank-dependent utility theory
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    economic equilibrium model
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