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~isPartOf:"Mathematics and financial economics"
~person:"Bernard, Carole"
~person:"Campbell, John Y."
~person:"Prigent, Jean-Luc"
~subject:"Portfolio selection"
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Portfolio selection
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Bernard, Carole
Campbell, John Y.
Prigent, Jean-Luc
Jarrow, Robert A.
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Static portfolio choice under Cumulative Prospect Theory
Bernard, Carole
;
Ghossoub, Mario
- In:
Mathematics and financial economics
2
(
2010
)
4
,
pp. 277-306
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