BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION
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Publication:5854312
DOI10.1142/S0219024920500454zbMath1460.91247OpenAlexW2914448910WikidataQ115523129 ScholiaQ115523129MaRDI QIDQ5854312
Andreas Lichtenstern, Marcos Escobar Anel, Rudi Zagst
Publication date: 16 March 2021
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024920500454
portfolio choiceHARA utilitybehavioral financeprobability distortionInada condition\(S\)-shaped utility function
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