Prospect theory and fat tails
From MaRDI portal
Publication:3639753
DOI10.3233/RDA-2009-0016zbMath1177.91084MaRDI QIDQ3639753
Publication date: 26 October 2009
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2009-0016
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B06: Decision theory