Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664)
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scientific article; zbMATH DE number 6368961
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| English | Optimal portfolio choice for a behavioural investor in continuous-time markets |
scientific article; zbMATH DE number 6368961 |
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Optimal portfolio choice for a behavioural investor in continuous-time markets (English)
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12 November 2014
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behavioural optimal portfolio choice
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Choquet integral
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continuous-time markets
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probability distortion
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S-shaped utility (value) function
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well-posedness and existence
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0.8980393409729004
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0.8637357354164124
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0.8541309833526611
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0.8491118550300598
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0.8441089391708374
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