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Property / DOI: 10.1016/j.jedc.2012.01.010 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jedc.2012.01.010 / rank
 
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Property / OpenAlex ID: W3123041954 / rank
 
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Latest revision as of 17:11, 9 December 2024

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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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    Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (English)
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    11 June 2012
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    narrow framing
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    cumulative prospect theory
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    probability weighting function
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    negative skewness
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    dynamic programming
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