Static portfolio choice under cumulative prospect theory
type: Item
instance of: scholarly article
title: Static portfolio choice under cumulative prospect theory
zbMATH Open document ID: 1255.91389
author: Carole Bernard
author: Mario Ghossoub
published in: Mathematics and Financial Economics
publication date: 2013-01-20T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B06
zbMATH DE Number: 6127173
zbMATH Keywords: cumulative prospect theory
zbMATH Keywords: portfolio choice
zbMATH Keywords: omega measure
MaRDI profile type: Publication
full work available at URL: s11579-009-0021-2
OpenAlex ID: W3125350215
cites work: Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
cites work: Myopic Loss Aversion and the Equity Premium Puzzle
cites work: The behavioural components of risk aversion
cites work: Non-additive measure and integral
cites work: Q5560804
cites work: Risk, ambiguity and the Savage axioms
cites work: Q3999749
cites work: The economics of risk and time
cites work: Downside Loss Aversion and Portfolio Management
cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
cites work: Prospect Theory: An Analysis of Decision under Risk
cites work: An index of loss aversion
cites work: Comparative risk sensitivity with reference-dependent preferences
cites work: Integral Representation Without Additivity
cites work: Subjective Probability and Expected Utility without Additivity
cites work: What is loss aversion?
cites work: Linear cumulative prospect theory with applications to portfolio selection and insurance demand
cites work: Advances in prospect theory: cumulative representation of uncertainty
cites work: Separating marginal utility and probabilistic risk aversion
cites work: An axiomatization of cumulative prospect theory
cites work: Ordering risks: expected utility theory versus Yaari's dual theory of risk
cites work: The Dual Theory of Choice under Risk
cites work: On probabilities and loss aversion
DOI: 10.1007/S11579-009-0021-2
description: scientific article; zbMATH DE number 6127173