Computational aspects of prospect theory with asset pricing applications (Q2642595): Difference between revisions

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+Generalized concavity
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+Normal rank
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+Prospect Theory and Asset Prices
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+Myopic Loss Aversion and the Equity Premium Puzzle
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+Common risk factors in the returns on stocks and bonds
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+Asset pricing with dynamic programming
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+Asset pricing with loss aversion
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+Prospect Theory: An Analysis of Decision under Risk
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+Asset Prices in an Exchange Economy
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+Large-scale linearly constrained optimization
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+Generating random vectors uniformly distributed inside and on the surface of different regions
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+Global optimization
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+Advances in prospect theory: cumulative representation of uncertainty
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