Multi-stock portfolio optimization under prospect theory (Q1938996): Difference between revisions
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Revision as of 05:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stock portfolio optimization under prospect theory |
scientific article |
Statements
Multi-stock portfolio optimization under prospect theory (English)
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26 February 2013
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portfolio allocation
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prospect theory
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two-fund separation
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elliptical distributions
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