HOPE, FEAR, AND ASPIRATIONS (Q2788689)

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HOPE, FEAR, AND ASPIRATIONS
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    title
    HOPE, FEAR, AND ASPIRATIONS (English)
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    DOI
    10.1111/mafi.12044
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    author
    Xue Dong He
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    Xun Yu Zhou
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    publication date
    22 February 2016
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    Mathematics Subject Classification ID
    91G10
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    91B16
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    91B06
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    zbMATH DE Number
    6543353
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    zbMATH Keywords
    portfolio choice
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    rank-dependent utility
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    probability weighting
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    SP/A theory
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    RDUT
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    HF/A theory
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    quantile formulation
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    portfolio insurance
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    fear index
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    hope index
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    lottery-likeness index
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    feasibility
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    ill-posed
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    OpenAlex ID
    W3122482627
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