Optimal investment with transaction costs under cumulative prospect theory in discrete time (Q1687370)
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scientific article; zbMATH DE number 6821353
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| English | Optimal investment with transaction costs under cumulative prospect theory in discrete time |
scientific article; zbMATH DE number 6821353 |
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Optimal investment with transaction costs under cumulative prospect theory in discrete time (English)
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29 December 2017
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cumulative prospect theory
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economic analysis
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optimal investment
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S-shaped utility
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transaction costs
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0.7990827560424805
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0.7935241460800171
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0.785495400428772
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0.7783796191215515
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0.775529146194458
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