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

DOI10.1007/978-3-642-04023-8_16zbMATH Open1189.91109OpenAlexW1535289411MaRDI QIDQ3569487FDOQ3569487

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

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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)

Cited In (2)

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

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