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Inverse S-shaped probability weighting and its impact on investment - MaRDI portal

Inverse S-shaped probability weighting and its impact on investment (Q2001548)

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scientific article; zbMATH DE number 7076362
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English
Inverse S-shaped probability weighting and its impact on investment
scientific article; zbMATH DE number 7076362

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    Inverse S-shaped probability weighting and its impact on investment (English)
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    3 July 2019
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    rank-dependent utility
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    portfolio selection
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    probability weighting
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    inverse S-shaped weighting function
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    optimal stock holding
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