Portfolio Choice Under Cumulative Prospect Theory : Sensitivity Analysis and an Empirical Study
Year of publication: |
2018
|
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Authors: | Consigli, Giorgio |
Other Persons: | Hitaj, Asmerilda (contributor) ; Mastrogiacomo, Elisa (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Sensitivitätsanalyse | Sensitivity analysis | Entscheidung unter Risiko | Decision under risk |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3157357 [DOI] |
Classification: | g02 ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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