Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment with transaction costs under cumulative prospect theory in discrete time |
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Optimal investment with transaction costs under cumulative prospect theory in discrete time (English)
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29 December 2017
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cumulative prospect theory
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economic analysis
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optimal investment
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S-shaped utility
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transaction costs
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