Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753)
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scientific article; zbMATH DE number 7024661
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| English | Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study |
scientific article; zbMATH DE number 7024661 |
Statements
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (English)
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18 February 2019
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cumulative prospect theory
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non-convex optimization
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robustness and sensitivity analysis
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hedge funds
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0.9501837
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0.9172627
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0.90227944
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0.90217227
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0.87691873
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0.8766241
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0.87000245
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0.8694867
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