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