Multi-stock portfolio optimization under prospect theory (Q1938996)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-stock portfolio optimization under prospect theory |
scientific article; zbMATH DE number 6139076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-stock portfolio optimization under prospect theory |
scientific article; zbMATH DE number 6139076 |
Statements
Multi-stock portfolio optimization under prospect theory (English)
0 references
26 February 2013
0 references
portfolio allocation
0 references
prospect theory
0 references
two-fund separation
0 references
elliptical distributions
0 references
0 references
