Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution (Q4635242)
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scientific article; zbMATH DE number 6860068
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Cumulative prospect theory with generalized hyperbolic skewed \(t\) distribution |
scientific article; zbMATH DE number 6860068 |
Statements
Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (English)
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16 April 2018
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cumulative prospect theory
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portfolio optimization
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portfolio fund separation
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generalized hyperbolic skewed \(t\) distribution
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0.8376731872558594
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0.8221445083618164
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0.8139221668243408
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0.8074188232421875
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0.7979756593704224
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