Multi-stock portfolio optimization under prospect theory (Q1938996): Difference between revisions

@@ Property / cites work @@
+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
+Normal rank
@@ Property / cites work @@
+Normal Variance-Mean Mixtures and z Distributions
@@ Property / cites work: Normal Variance-Mean Mixtures and z Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Myopic Loss Aversion and the Equity Premium Puzzle
+Normal rank
@@ Property / cites work @@
+Static portfolio choice under cumulative prospect theory
+Normal rank
@@ Property / cites work @@
+Testing theories of choice under risk: Estimation of individual functionals
+Normal rank
@@ Property / cites work @@
+A characterization of the distributions that imply mean-variance utility functions
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Risk, Ambiguity, and the Savage Axioms
@@ Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996150
@@ Property / cites work: Q3996150 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
+Normal rank
@@ Property / cites work @@
+Portfolio optimization for student<i>t</i>and skewed<i>t</i>returns
+Normal rank
@@ Property / cites work @@
+Q4378664
@@ Property / cites work: Q4378664 / rank @@
+Normal rank
@@ Property / cites work @@
+Prospect Theory: An Analysis of Decision under Risk
+Normal rank
@@ Property / cites work @@
+An index of loss aversion
@@ Property / cites work: An index of loss aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Advances in prospect theory: cumulative representation of uncertainty
+Normal rank
@@ Property / cites work @@
+Curvature of the Probability Weighting Function
@@ Property / cites work: Curvature of the Probability Weighting Function / rank @@
+Normal rank