Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447): Difference between revisions

@@ Property / author @@
-Li, Duan
@@ Property / author: Li, Duan / rank @@
-Normal rank
@@ Property / author @@
+Li, Duan
@@ Property / author: Li, Duan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jedc.2015.10.002
+Normal rank
@@ Property / OpenAlex ID @@
+W1842443482
@@ Property / OpenAlex ID: W1842443482 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57445409
@@ Property / Wikidata QID: Q57445409 / rank @@
+Normal rank
@@ Property / cites work @@
+Preferences with frames: A new utility specification that allows for the framing of risks
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@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
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@@ Property / cites work @@
+Static portfolio choice under cumulative prospect theory
+Normal rank
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+Q3795523
@@ Property / cites work: Q3795523 / rank @@
+Normal rank
@@ Property / cites work @@
+MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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+Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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+Financial market equilibria with heterogeneous agents: CAPM and market segmentation
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@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+Multi-stock portfolio optimization under prospect theory
+Normal rank
@@ Property / cites work @@
+Dynamic Trading with Reference Point Adaptation and Loss Aversion
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1657447