Behavioral portfolio choice and disappointment aversion: an analytical solution with ``small risks

DOI10.1007/978-3-642-04023-8_16MaRDI QIDQ3569487zbMATH OpenOpenAlexFDO

Authors E. Saltari, Giuseppe Travaglini

Publication date 21 June 2010

Published in Nonlinear Dynamics in Economics, Finance and Social Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-04023-8_16

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Portfolio theory (91G10) Dynamical systems in optimization and economics (37N40)

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Cited in

(2)

• Prospect Theory Behavioral Assumptions in an Artificial Financial Economy
• Portfolios of value and momentum: disappointment aversion and non-normalities

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