Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447)
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scientific article; zbMATH DE number 6916995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time behavioral portfolio selection under cumulative prospect theory |
scientific article; zbMATH DE number 6916995 |
Statements
Discrete-time behavioral portfolio selection under cumulative prospect theory (English)
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13 August 2018
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multi-period portfolio selection
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s-shaped utility
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probability weighting
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time consistent policy
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two-fund separation
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non-participation puzzle and horizon effect
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