Weak Insider Trading and Behavioral Finance
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Publication:4902212
DOI10.1137/110824693zbMath1255.91391OpenAlexW1929203143MaRDI QIDQ4902212
Luciano Campi, Matteo Del Vigna
Publication date: 25 January 2013
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/110824693
loss aversioninsider tradingbehavioral financeprobability distortionYaari's dual theory of choiceminimal probability measureweak information
Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) Portfolio theory (91G10)
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