Discrete-time behavioral portfolio selection under cumulative prospect theory
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Publication:1657447
DOI10.1016/j.jedc.2015.10.002zbMath1401.91524OpenAlexW1842443482WikidataQ57445409 ScholiaQ57445409MaRDI QIDQ1657447
Yun Shi, Xiangyu Cui, Li, Duan
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.10.002
two-fund separationprobability weightingmulti-period portfolio selectiontime consistent policynon-participation puzzle and horizon effects-shaped utility
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