Inverse S-shaped probability weighting and its impact on investment (Q2001548)
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scientific article; zbMATH DE number 7076362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse S-shaped probability weighting and its impact on investment |
scientific article; zbMATH DE number 7076362 |
Statements
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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