Computational aspects of prospect theory with asset pricing applications (Q2642595)
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scientific article; zbMATH DE number 5179983
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computational aspects of prospect theory with asset pricing applications |
scientific article; zbMATH DE number 5179983 |
Statements
Computational aspects of prospect theory with asset pricing applications (English)
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17 August 2007
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Prospect theory
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Asset pricing
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Equity premium puzzle
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Global optimization
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Non-smooth problems
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Numerical algorithms
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0.792214572429657
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0.7778626084327698
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0.7615941166877747
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0.7612243294715881
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0.7492455840110779
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