HOPE, FEAR, AND ASPIRATIONS
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Publication:2788689
DOI10.1111/mafi.12044zbMath1403.91313MaRDI QIDQ2788689
Publication date: 22 February 2016
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12044
feasibility; portfolio insurance; portfolio choice; ill-posed; rank-dependent utility; probability weighting; quantile formulation; fear index; HF/A theory; hope index; lottery-likeness index; RDUT; SP/A theory