Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (Q4635242)
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scientific article; zbMATH DE number 6860068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution |
scientific article; zbMATH DE number 6860068 |
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Cumulative Prospect Theory with Generalized Hyperbolic Skewed $t$ Distribution (English)
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16 April 2018
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cumulative prospect theory
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portfolio optimization
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portfolio fund separation
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generalized hyperbolic skewed \(t\) distribution
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