Loss-aversion with kinked linear utility functions
Michael J. Best; Robert R. Grauer; Jaroslava Hlouskova; Xili Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Best, Michael J. ; Grauer, Robert R. ; Hlouskova, Jaroslava ; Zhang, Xili |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 44.2014, 1, p. 45-65
|
| Subject: | Prospect theory | Kinked linear utility | Portfolio optimization | Linear programming | Nutzen | Utility | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Prospect Theory | Nutzenfunktion | Utility function |
| 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/10010396232