Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
Enrico G. De Giorgi; Shane Legg
| Year of publication: |
2012
|
|---|---|
| Authors: | De Giorgi, Enrico ; Legg, Shane |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 7, p. 951-972
|
| Subject: | Narrow framing | Cumulative prospect theory | Probability weighting function | Negative skewness | Dynamic programming | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | CAPM | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573428