Computational aspects of prospect theory with asset pricing applications
Year of publication: |
2007
|
---|---|
Authors: | De Giorgi, Enrico ; Hens, Thorsten ; Mayer, János |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 29.2007, 3/4, p. 267-281
|
Subject: | Prospect Theory | Prospect theory | CAPM | Equity-Premium-Puzzle | Equity premium puzzle | Mathematische Optimierung | Mathematical programming |
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