Prospect Theory and Higher Moments
Year of publication: |
2006-10-17
|
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Authors: | Ågren, Martin |
Institutions: | Nationalekonomiska Institutionen, Uppsala Universitet |
Subject: | cumulative prospect theory | skewness | kurtosis | normal inverse Gaussian distribution | portfolio choice |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Paper Series Number 2006:24 31 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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Prospect Theory and Higher Moments
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