Pages that link to "Item:Q4635242"
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The following pages link to Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242):
Displaying 3 items.
- 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)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
