Multi-stock portfolio optimization under prospect theory
type: Item
instance of: scholarly article
title: Multi-stock portfolio optimization under prospect theory
zbMATH Open document ID: 1260.91231
author: Traian A. Pirvu
author: Klaas Schulze
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
full work available at URL: 11579 2012 Article 79.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6139076
zbMATH Keywords: portfolio allocation
zbMATH Keywords: prospect theory
zbMATH Keywords: two-fund separation
zbMATH Keywords: elliptical distributions
MaRDI profile type: Publication
OpenAlex ID: W2139818564
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DOI: 10.1007/S11579-012-0079-0
description: scientific article; zbMATH DE number 6139076