Pages that link to "Item:Q3005682"

The following pages link to Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682):

Displaying 30 items.

• Conditional optimal stopping: a time-inconsistent optimization (Q2657921) (← links)
• HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
• Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
• SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
• OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
• Triangular intuitionistic fuzzy random decision making based on combination of parametric estimation, score functions, and prospect theory (Q2987890) (← links)
• Computational Models for Cumulative Prospect Theory: Application to the Knapsack Problem Under Risk (Q3297800) (← links)
• Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
• Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
• PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (Q4609758) (← links)
• An analytical approach for behavioral portfolio model with time discounting preference (Q4611471) (← links)
• PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← links)
• Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
• Reference Dependence and Market Participation (Q5108261) (← links)
• Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment (Q5130491) (← links)
• ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
• OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)
• Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers (Q5232207) (← links)
• Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)
• A study of decision process in MCDM problems with large number of criteria (Q5252210) (← links)
• ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
• BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312) (← links)
• Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
• Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
• Optimal consumption with loss aversion and reference to past spending maximum (Q6496947) (← links)