BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233)
From MaRDI portal
scientific article; zbMATH DE number 5314834
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME |
scientific article; zbMATH DE number 5314834 |
Statements
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (English)
0 references
21 August 2008
0 references
portfolio selection
0 references
continuous time
0 references
cumulative prospect theory
0 references
behavioral criterion
0 references
ill-posedness
0 references
S-shaped function
0 references
probability distortion
0 references
Choquet integral
0 references
