Optimal portfolio choice for a behavioural investor in continuous-time markets
Miklós Rásonyi; Andrea M. Rodrigues
| Year of publication: |
2013
|
|---|---|
| Authors: | Rásonyi, Miklós ; Rodrigues, Andrea M. |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 9.2013, 2, p. 291-318
|
| Subject: | Behavioural optimal portfolio choice | Choquet integral | Continous-time markets | Probability disortion | S-shaped utility (value) function | Well-posedness and existence | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Anlageverhalten | Behavioural finance | Entscheidungstheorie | Decision theory | Erwartungsnutzen | Expected utility |
| 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/10009741193