Portfolio choice under cumulative prospect theory : an analytical treatment
Xue Dong He; Xun Yu Zhou
| Year of publication: |
2011
|
|---|---|
| Authors: | He, Xue Dong ; Zhou, Xun Yu |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 2, p. 315-331
|
| Subject: | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
| 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/10008901440