Pages that link to "Item:Q1932528"
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The following pages link to Static portfolio choice under cumulative prospect theory (Q1932528):
Displayed 23 items.
- Optimal management of DC pension plan under loss aversion and value-at-risk constraints (Q344000) (← links)
- Financial market equilibria with heterogeneous agents: CAPM and market segmentation (Q367369) (← links)
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- Dynamic portfolio choice and asset pricing with narrow framing and probability weighting (Q426662) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- Non-concave utility maximisation on the positive real axis in discrete time (Q496584) (← links)
- Existence of solutions in non-convex dynamic programming and optimal investment (Q513744) (← links)
- Prospect theory for continuous distributions: a preference foundation (Q544845) (← links)
- Loss aversion with multiple investment goals (Q1938967) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
- Optimal portfolio choice for an insurer with loss aversion (Q2513637) (← links)
- Optimal reinsurance and investment strategy with two piece utility function (Q2628182) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- Maximization of Nonconcave Utility Functions in Discrete-Time Financial Market Models (Q2800368) (← links)
- Optimal Investment with Nonconcave Utilities in Discrete-Time Markets (Q2941471) (← links)
- SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY (Q2968276) (← links)
- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
- Improving the Design of Financial Products in a Multidimensional Black-Scholes Market (Q3005355) (← links)
- Dynamic Trading with Reference Point Adaptation and Loss Aversion (Q3465581) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS (Q5175225) (← links)
- OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY (Q5175226) (← links)