Static portfolio choice under cumulative prospect theory

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Publication:1932528


DOI10.1007/s11579-009-0021-2zbMath1255.91389MaRDI QIDQ1932528

Mario Ghossoub, Carole Bernard

Publication date: 20 January 2013

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-009-0021-2


91B06: Decision theory

91G10: Portfolio theory


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