Value functions for prospect theory investors : an empirical evaluation for U.S. style portfolios
Evanthia K. Zervoudi
Year of publication: |
2018
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Authors: | Zervouid, Evanthia K. |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 19.2018, 3, p. 319-333
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Subject: | Prospect theory | Probability distortion | S-shaped value function | Loss aversion | Behavioral portfolio optimization | Upper partial moment | Lower partial moment | Prospect Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Wahrscheinlichkeitsrechnung | Probability theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility |
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