Static portfolio choice under cumulative prospect theory (Q1932528)
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scientific article; zbMATH DE number 6127173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Static portfolio choice under cumulative prospect theory |
scientific article; zbMATH DE number 6127173 |
Statements
Static portfolio choice under cumulative prospect theory (English)
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20 January 2013
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cumulative prospect theory
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portfolio choice
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omega measure
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