BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (Q5900233)
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scientific article; zbMATH DE number 5314834
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| English | BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME |
scientific article; zbMATH DE number 5314834 |
Statements
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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0.8786072731018066
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0.8657589554786682
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0.8534504771232605
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0.8417842984199524
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