Portfolio Selection Optimization under Cumulative Prospect Theory – a parameter sensibility analysis
Year of publication: |
2014
|
---|---|
Authors: | Coelho, Luis A.G. |
Institutions: | Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora |
Subject: | Cumulative Prospect Theory | Portfolio Selection | Loss Aversion | Risk Aversion | Expected Utility |
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