Optimal investment with transaction costs under cumulative prospect theory in discrete time
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Publication:1687370
DOI10.1007/s11579-017-0186-zzbMath1411.91534arXiv1511.04768OpenAlexW2174550826MaRDI QIDQ1687370
Publication date: 29 December 2017
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.04768
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