Optimal investment under behavioural criteria –- a dual approach (Q5245479): Difference between revisions
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Revision as of 19:27, 5 March 2024
scientific article; zbMATH DE number 6423522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under behavioural criteria –- a dual approach |
scientific article; zbMATH DE number 6423522 |
Statements
Optimal investment under behavioural criteria –- a dual approach (English)
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8 April 2015
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cumulative prospect theory
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behavioural investors
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optimal portfolio choice
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probability distortion
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non-concave utility
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well-posedness and existence
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