Discrete-time behavioral portfolio selection under cumulative prospect theory
Yun Shi, Xiangyu Cui, Duan Li
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Shi, Yun ; Cui, Xiangyu ; Li, Duan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 61.2015, p. 283-302
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| Subject: | Multi-period portfolio selection | S-shaped utility | Probability weighting | Time consistent policy | Two-fund separation | Non-participation puzzle and horizon effect | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Entscheidung unter Risiko | Decision under risk | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589538