Prospect theory and mean-variance analysis : does it make a difference in wealth management?
Enrico De Giorgi; Thorsten Hens
Year of publication: |
2009
|
---|---|
Authors: | De Giorgi, Enrico ; Hens, Thorsten |
Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221X. - Vol. 6.2009, 1, p. 122-129
|
Saved in:
Saved in favorites
Similar items by person
-
Financial Market Equilibria With Cumulative Prospect Therory
De Giorgi, Enrico, (2007)
-
Making Prospect Theory Fit for Finance
De Giorgi, Enrico, (2006)
-
A Behavioral Foundation of Reward-Risk Portfolio Selection and the Asset Allocation Puzzle
De Giorgi, Enrico, (2006)
- More ...