Mathematicalising behavioural finance (Q3096736)
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scientific article; zbMATH DE number 5971234
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mathematicalising behavioural finance |
scientific article; zbMATH DE number 5971234 |
Statements
11 November 2011
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behavioural finance
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cumulative prospect theory
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Yaari's criterion
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SP/A theory
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portfolio selection
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continuous time
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reference point
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\(S\)-shaped function
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probability distortion
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Choquet integral
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quantile formulation
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0.7924531698226929
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0.7787728309631348
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0.7653554677963257
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0.7607461810112
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0.7570875287055969
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