Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Discrete-time behavioral portfolio selection under cumulative prospect theory |
scientific article |
Statements
Discrete-time behavioral portfolio selection under cumulative prospect theory (English)
0 references
13 August 2018
0 references
multi-period portfolio selection
0 references
s-shaped utility
0 references
probability weighting
0 references
time consistent policy
0 references
two-fund separation
0 references
non-participation puzzle and horizon effect
0 references
0 references
0 references