Cillo, Alessandra; Delquié, Philippe - In: European Journal of Operational Research 239 (2014) 3, pp. 764-775
We study a mean-risk model derived from a behavioral theory of Disappointment with multiple reference points. One …-V), Mean-Gini (M-G), and models based on non-additive probability weighting, such as Dual Theory (DT). In asset allocation, the …