Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions
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Publication:3632868
DOI10.2143/AST.36.1.2014149zbMath1162.91376OpenAlexW3122831298MaRDI QIDQ3632868
John van der Hoek, Michael Sherris, Mahmoud Hamada
Publication date: 15 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.36.1.2014149
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Cites Work
- An intertemporal consumption-leisure model with non-expected utility
- Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
- Temporal Resolution of Uncertainty and Dynamic Choice Theory
- Prospect Theory: An Analysis of Decision under Risk
- The Dual Theory of Choice under Risk
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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