Mathematicalising behavioural finance
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Cited in
(15)- Dynamic approaches for some time-inconsistent optimization problems
- An evolutionary finance model with short selling and endogenous asset supply
- Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls
- Behavioural economics and mathematics: chronicles of an alliance
- A new model via a semi-reflecting Brownian motion and its application to behavioral finance
- Greed, leverage, and potential losses: a prospect theory perspective
- Time-consistent conditional expectation under probability distortion
- Portfolio optimization with a prescribed terminal wealth distribution
- A panorama of applied mathematical problems in economics
- Classifying financial markets up to isomorphism
- scientific article; zbMATH DE number 6404118 (Why is no real title available?)
- Foreword: Special issue of quantitative finance on `behavioral finance'
- Behavioral portfolio choice under hyperbolic absolute risk aversion
- Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis
- On the construction of optimal payoffs
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