Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolio choice for a behavioural investor in continuous-time markets |
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Optimal portfolio choice for a behavioural investor in continuous-time markets (English)
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12 November 2014
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behavioural optimal portfolio choice
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Choquet integral
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continuous-time markets
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probability distortion
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S-shaped utility (value) function
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well-posedness and existence
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