Portfolio Selection with Narrow Framing: Probability Weighting Matters
Year of publication: |
2009-06
|
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Authors: | Giorgi, Enrico G. De ; Legg, Shane |
Institutions: | School of Economics and Political Science, Universität St. Gallen |
Subject: | Narrow framing | cumulative prospect theory | probability weighting function | negative skewness | simulation methods |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 47 pages |
Classification: | D1 - Household Behavior and Family Economics ; D8 - Information and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: |
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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
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