Multi-stock portfolio optimization under prospect theory
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Publication:1938996
DOI10.1007/s11579-012-0079-0zbMath1260.91231OpenAlexW2139818564MaRDI QIDQ1938996
Traian A. Pirvu, Klaas Schulze
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://infoscience.epfl.ch/record/269614/files/11579_2012_Article_79.pdf
Applications of mathematical programming (90C90) Financial applications of other theories (91G80) Portfolio theory (91G10)
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Cites Work
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- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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