Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682)
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scientific article; zbMATH DE number 5905826
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment |
scientific article; zbMATH DE number 5905826 |
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Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (English)
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9 June 2011
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portfolio choice
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single period
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cumulative prospect theory
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reference point
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loss aversion
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S-shaped utility function
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probability weighting
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well-posedness
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0.9501837
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0.94601345
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0.93839186
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0.9344809
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0.8849761
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0.88478976
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0.88218606
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0.8812045
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