Behavioral portfolio selection with loss control

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Publication:2430900


DOI10.1007/s10114-011-0380-5zbMath1209.91155MaRDI QIDQ2430900

Song Zhang, Hanqing Jin, Xun Yu Zhou

Publication date: 8 April 2011

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-0380-5

zbMATH Keywords

Choquet integral; constraint; portfolio choice; cumulative prospect theory; quantile function; gains and losses


Mathematics Subject Classification ID

91B16: Utility theory

91G80: Financial applications of other theories

91G10: Portfolio theory


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Cites Work

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