Construction of probability metrics on classes of investors
type: Item
instance of: scholarly article
title: Construction of probability metrics on classes of investors
zbMATH Open document ID: 1178.91046
author: Stoyan V. Stoyanov
author: Svetlozar T. Rachev
author: Frank J. Fabozzi
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 5651056
zbMATH Keywords: probability metrics
zbMATH Keywords: cumulative prospect theory
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.01.021
OpenAlex ID: W2076290150
cites work: Prospect Theory: An Analysis of Decision under Risk
cites work: Mass transhipment problems and ideal metrics
cites work: Probability metrics with applications in finance
cites work: Advances in prospect theory: cumulative representation of uncertainty
DOI: 10.1016/J.ECONLET.2009.01.021
description: scientific article; zbMATH DE number 5651056