BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233)

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scientific article; zbMATH DE number 5314834
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BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
scientific article; zbMATH DE number 5314834

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    BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (English)
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    21 August 2008
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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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    ill-posedness
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    S-shaped function
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    probability distortion
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    Choquet integral
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