Dynamic trading with reference point adaptation and loss aversion
Yun Shi; Xiangyu Cui; Jing Yao; Duan Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Shi, Yun ; Cui, Xiangyu ; Yao, Jing ; Li, Duan |
| Published in: |
Operations research. - Catonsville, MD : INFORMS, ISSN 0030-364X, ZDB-ID 123389-0. - Vol. 63.2015, 4, p. 789-806
|
| Subject: | finance | portfolio | decision analysis | utility/preference | value theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Entscheidungstheorie | Decision theory | Prospect Theory | Prospect theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011313231