Prospect Theory and Higher Moments
Year of publication: |
2006
|
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Authors: | Ågren, Martin |
Publisher: |
Uppsala : Uppsala University, Department of Economics |
Subject: | Prospect Theory | Portfolio-Management | Anlageverhalten | Beschränkte Rationalität | cumulative prospect theory | skewness | kurtosis | normal inverse Gaussian distribution | portfolio choice |
Series: | Working Paper ; 2006:24 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 519566807 [GVK] hdl:10419/82710 [Handle] RePEc:hhs:uunewp:2006_024 [RePEc] |
Classification: | C16 - Specific Distributions ; 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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