A new characterization of comonotonicity and its application in behavioral finance (Q488508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new characterization of comonotonicity and its application in behavioral finance |
scientific article |
Statements
A new characterization of comonotonicity and its application in behavioral finance (English)
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26 January 2015
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comonotonicity
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behavioral finance
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quantile formulation
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atomless/non-atomic
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pricing kernel
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cumulative prospect theory
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rank-dependent utility theory
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economic equilibrium model
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