Pages that link to "Item:Q1722753"
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The following pages link to Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study (Q1722753):
Displaying 4 items.
- Theoretical and empirical estimates of mean-variance portfolio sensitivity (Q2514711) (← links)
- Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682) (← links)
- Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses (Q4609758) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)