Behavioral portfolio selection : asymptotics and stability along a sequence of models
Year of publication: |
January 2016
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Authors: | Reichlin, Christian |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 1, p. 51-85
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Subject: | portfolio selection | nonconcave utility | Choquet integral | stability | convergence | behavioral finance | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility |
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