Loss-aversion with kinked linear utility functions
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 | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Nutzen | Utility | Prospect Theory | Nutzenfunktion | Utility function |
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