Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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Publication:426662
DOI10.1016/J.JEDC.2012.01.010zbMath1239.91144OpenAlexW3123041954MaRDI QIDQ426662
Enrico G. De Giorgi, Shane Legg
Publication date: 11 June 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2012.01.010
dynamic programmingcumulative prospect theoryprobability weighting functionnarrow framingnegative skewness
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