Asset pricing for the lottery-like security under probability weighting : based on generalized Wang transform
Helen Hui Huang, Jianchun Sun, Shunming Zhang
| Year of publication: |
2024
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| Authors: | Huang, Hui ; Sun, Jianchun ; Zhang, Shunming |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102078, p. 1-35
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| Subject: | Lottery-like security pricing | Optimal strategy | Probability weighting | The generalized wang transform | Two-stage lottery model | Theorie | Theory | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Glücksspiel | Gambling | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492049