Linear cumulative prospect theory with applications to portfolio selection and insurance demand

DOI10.1007/s10203-007-0066-8zbMath1218.91038WikidataQ58318744 ScholiaQ58318744MaRDI QIDQ2644367

Ulrich Schmidt, Horst Zank

Publication date: 31 August 2007

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-007-0066-8

Mathematics Subject Classification ID

91B08: Individual preferences

91G10: Portfolio theory

Related Items

Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks, Static portfolio choice under cumulative prospect theory, On probabilities and loss aversion, Characterizations of risk aversion in cumulative prospect theory, Pricing insurance contracts under cumulative prospect theory, Risk preferences and development revisited

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