Optimal portfolio choice for a behavioural investor in continuous-time markets
Year of publication: |
2013
|
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Authors: | Rásonyi, Miklós ; Rodrigues, Andrea M. |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 291-318
|
Subject: | Behavioural optimal portfolio choice | Choquet integral | Continous-time markets | Probability disortion | S-shaped utility (value) function | Well-posedness and existence | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility |
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