EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Probability metrics Cumulative prospect theory"
Narrow search

Narrow search

Year of publication
Subject
All
Probability metrics Cumulative prospect theory 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Fabozzi, Frank J. 1 Rachev, Svetlozar T. 1 Stoyanov, Stoyan V. 1
Published in...
All
Economics Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Construction of probability metrics on classes of investors
Stoyanov, Stoyan V.; Rachev, Svetlozar T.; Fabozzi, Frank J. - In: Economics Letters 103 (2009) 1, pp. 45-48
We introduce functionals with metric properties defined on classes of investors allowing inference about relations between prospects. In this context, we introduce the class of investors with balanced views. Our approach is consistent with Cumulative Prospect Theory.
Persistent link: https://www.econbiz.de/10005257922
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...