Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370): Difference between revisions

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+Static portfolio choice under cumulative prospect theory
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+Exposition of a New Theory on the Measurement of Risk
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+ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS
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+Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models
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+Non-concave utility maximisation on the positive real axis in discrete time
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+OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES
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+Portfolio Selection with Transaction Costs
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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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+Myopic loss aversion, reference point, and money illusion
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE
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+Markets with transaction costs. Mathematical theory.
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+Prospect Theory: An Analysis of Decision under Risk
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+An index of loss aversion
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+Portfolio selection with transactions costs
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+Multi-stock portfolio optimization under prospect theory
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+The Probability Weighting Function
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+Optimal Investment with Nonconcave Utilities in Discrete-Time Markets
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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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+Cumulative prospect theory and the St. Petersburg paradox
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+Optimal investment and consumption with transaction costs
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+The Framing of Decisions and the Psychology of Choice
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+Advances in prospect theory: cumulative representation of uncertainty
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+Q5844986
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+OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION
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