Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
type: Item
instance of: scholarly article
title: Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
zbMATH Open document ID: 1239.91144
author: Enrico G. De Giorgi
author: Shane Legg
publication date: 2012-06-11T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 6045347
zbMATH Keywords: narrow framing
zbMATH Keywords: cumulative prospect theory
zbMATH Keywords: probability weighting function
zbMATH Keywords: negative skewness
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: j.jedc.2012.01.010
OpenAlex ID: W3123041954
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DOI: 10.1016/J.JEDC.2012.01.010
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6045347