Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753)

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Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
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    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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