Multi-period investment strategies under cumulative prospect theory
Year of publication: |
2019
|
---|---|
Authors: | Deng, Liurui ; Pirvu, Traian A. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 12.2019, 2/83, p. 1-15
|
Subject: | cumulative prospect theory | portfolio selection | multi-period investment strategy | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Entscheidung unter Risiko | Decision under risk |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm12020083 [DOI] hdl:10419/238974 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk measures based on behavioural economics theory
Mao, Tiantian, (2018)
-
Aging population, retirement, and risk taking
Levy, Haim, (2016)
-
Aversion to risk of regret and preference for positively skewed risks
Gollier, Christian, (2016)
- More ...
-
Multi-period investment strategies under cumulative prospect theory
Deng, Liurui, (2019)
-
Different subsidies' impact on equilibrium decision-making of closed-loop supply chain
Deng, Liurui, (2014)
-
Application of adversarial risk analysis model in pricing strategies with remanufacturing
Deng, Liurui, (2015)
- More ...