Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B16 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6045347 / rank | |||
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| Property / zbMATH Keywords | |||
narrow framing | |||
| Property / zbMATH Keywords: narrow framing / rank | |||
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cumulative prospect theory | |||
| Property / zbMATH Keywords: cumulative prospect theory / rank | |||
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probability weighting function | |||
| Property / zbMATH Keywords: probability weighting function / rank | |||
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| Property / zbMATH Keywords | |||
negative skewness | |||
| Property / zbMATH Keywords: negative skewness / rank | |||
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dynamic programming | |||
| Property / zbMATH Keywords: dynamic programming / rank | |||
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Revision as of 21:55, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choice and asset pricing with narrow framing and probability weighting |
scientific article |
Statements
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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