ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961)
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English | ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” |
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ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (English)
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3 August 2010
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portfolio selection
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continuous time
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cumulative prospect theory
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behavioral criterion
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S-shaped function
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probability distortion
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