BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312): Difference between revisions

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+Do financial professionals behave according to prospect theory? An experimental study
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+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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+Q5618987
@@ Property / cites work: Q5618987 / rank @@
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+Static portfolio choice under cumulative prospect theory
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+Arbitrage Theory in Continuous Time
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+An axiomatization of cumulative prospect theory for decision under risk
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+Risk, Ambiguity, and the Savage Axioms
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+Differentiation Under the Integral Sign
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+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
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+PORTFOLIO CHOICE VIA QUANTILES
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
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+Behavioral portfolio selection with loss control
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
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@@ Property / cites work @@
+GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE
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+Prospect Theory: An Analysis of Decision under Risk
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+Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
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+Optimum consumption and portfolio rules in a continuous-time model
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+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
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+Risk Aversion in the Small and in the Large
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+Optimal portfolio choice for a behavioural investor in continuous-time markets
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+Continuous-time portfolio optimisation for a behavioural investor with bounded utility on gains
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+Advances in prospect theory: cumulative representation of uncertainty
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+An axiomatization of cumulative prospect theory
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+Q5844986
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+Nonlinear Decision Weights in Choice Under Uncertainty
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+A NOTE ON THE QUANTILE FORMULATION
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+Bubbles and market crashes
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+Q3096736
@@ Property / cites work: Q3096736 / rank @@
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+https://doi.org/10.1142/s0219024920500454
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+W2914448910
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+Publication:5854312