Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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