Dynamic trading with reference point adaptation and loss aversion
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 |
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