Pages that link to "Item:Q1938996"

The following pages link to Multi-stock portfolio optimization under prospect theory (Q1938996):

Displaying 15 items.

• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
• Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
• Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
• Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
• The impact of a reference point determined by social comparison on wealth growth and inequality (Q2246604) (← links)
• On the investment direction of a behavioral portfolio choice model (Q2294315) (← links)
• BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
• OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION (Q2986672) (← links)
• Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
• Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (Q4609758) (← links)
• Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242) (← links)
• (Q4999088) (← links)
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection (Q5060485) (← links)
• Myopic loss aversion, reference point, and money illusion (Q5245910) (← links)