Pages that link to "Item:Q3005682"
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The following pages link to Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682):
Displaying 50 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)
- Dynamic safety first expected utility model (Q724069) (← links)
- The participation puzzle with reference-dependent expected utility preferences (Q784446) (← links)
- The modern tontine. An innovative instrument for longevity risk management in an aging society (Q825287) (← links)
- Analytical approximation for distorted expectations (Q900958) (← links)
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
- Equilibrium asset pricing with Epstein-Zin and loss-averse investors (Q1655625) (← links)
- Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370) (← links)
- An uncertain furniture production planning problem with cumulative service levels (Q1701616) (← links)
- Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753) (← links)
- A commuter departure-time model based on cumulative prospect theory (Q1750398) (← links)
- Loss aversion with multiple investment goals (Q1938967) (← links)
- Multi-stock portfolio optimization under prospect theory (Q1938996) (← links)
- Stochastic maximum principle on a continuous-time behavioral portfolio model (Q2001258) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- Optimal investment and benefit payment strategy under loss aversion for target benefit pension plans (Q2008410) (← links)
- Stochastic maximum principle under probability distortion (Q2041031) (← links)
- Betting market equilibrium with heterogeneous beliefs: a prospect theory-based model (Q2076920) (← links)
- Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion (Q2088286) (← links)
- A matching method for second-hand goods exchange considering loss aversion of buyer and seller in e-brokerage (Q2098334) (← links)
- Portfolio choice in the model of expected utility with a safety-first component (Q2145696) (← links)
- Optimal execution with price impact under cumulative prospect theory (Q2150064) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- S-shaped narrow framing, skewness and the demand for insurance (Q2155855) (← links)
- Stochastic dominance tests (Q2177995) (← links)
- Research on the portfolio model based on mean-MF-DCCA under multifractal feature constraint (Q2223795) (← links)
- Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
- Portfolio optimization with behavioural preferences and investor memory (Q2239976) (← links)
- A belief-dependent utility model (Q2240652) (← links)
- Asset allocation: new evidence through network approaches (Q2241054) (← links)
- Prospect-theoretic Q-learning (Q2242939) (← 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)
- The optimal insurance policy for the general fixed cost of handling an indemnity under rank-dependent expected utility (Q2336900) (← links)
- Downside loss aversion: winner or loser? (Q2350935) (← links)
- The consumption-investment decision of a prospect theory household: a two-period model (Q2358570) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- Goal-based portfolio choice model with discounted preference (Q2406311) (← links)
- Behavioral portfolio selection with loss control (Q2430900) (← links)
- Income drawdown option with minimum guarantee (Q2514762) (← links)
- Comparing risks with reference points: a stochastic dominance approach (Q2520437) (← links)
