Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1285494 |
||
| Property / author | |||
| Property / author: Xun Yu Zhou / rank | |||
Revision as of 19:28, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment |
scientific article |
Statements
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (English)
0 references
9 June 2011
0 references
portfolio choice
0 references
single period
0 references
cumulative prospect theory
0 references
reference point
0 references
loss aversion
0 references
S-shaped utility function
0 references
probability weighting
0 references
well-posedness
0 references
