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Publication:3096736
zbMath1225.91062MaRDI QIDQ3096736
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Publication date: 11 November 2011
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9789814324359/9789814324359_0185.html
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Choquet integralreference pointportfolio selectioncontinuous timecumulative prospect theorybehavioural financeprobability distortionquantile formulation\(S\)-shaped functionSP/A theoryYaari's criterion
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Utility theory (91B16) Portfolio theory (91G10)
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