Multi-stock portfolio optimization under prospect theory
Year of publication: |
2012
|
---|---|
Authors: | Pirvu, Traian A. ; Schulze, Klaas |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 6.2012, 4, p. 337-362
|
Subject: | Prospect Theory | Prospect theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion |
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