Optimal portfolio selection for an investor with asymmetric attitude to gains and losses (Q4609758)
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scientific article; zbMATH DE number 6852683
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| English | Optimal portfolio selection for an investor with asymmetric attitude to gains and losses |
scientific article; zbMATH DE number 6852683 |
Statements
Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (English)
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26 March 2018
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optimal portfolio selection
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cumulative prospect theory (CPT)
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0.8568375706672668
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0.8471733927726746
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0.8376941084861755
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0.8139221668243408
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