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scientific article
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scientific article

    Statements

    11 November 2011
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    behavioural finance
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    cumulative prospect theory
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    Yaari's criterion
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    SP/A theory
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    portfolio selection
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    continuous time
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    reference point
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    \(S\)-shaped function
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    probability distortion
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    Choquet integral
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    quantile formulation
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    Identifiers

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