BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312): Difference between revisions

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Revision as of 18:43, 24 July 2024

scientific article; zbMATH DE number 7323548
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English
BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION
scientific article; zbMATH DE number 7323548

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    BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (English)
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    16 March 2021
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    portfolio choice
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    behavioral finance
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    \(S\)-shaped utility function
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    HARA utility
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    probability distortion
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    Inada condition
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