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Static portfolio choice under cumulative prospect theory - MaRDI portal

Static portfolio choice under cumulative prospect theory (Q1932528)

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scientific article; zbMATH DE number 6127173
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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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