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Risk attitudes and the value of risk transformations
Denuit, Michel M.; Eeckhoudt, Louis - In: International journal of economic theory 9 (2013) 3, pp. 245-254
Persistent link: https://www.econbiz.de/10009792514
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Portfolio optimization with cumulative prospect theory utility via convex optimization
Luxenberg, Eric; Schiele, Philipp; Boyd, Stephen P. - In: Computational economics 64 (2024) 5, pp. 3027-3047
Persistent link: https://www.econbiz.de/10015144105
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Optimal investment with transaction costs under cumulative prospect theory in discrete time
Zou, Bin; Zagst, Rudi - In: Mathematics and financial economics 11 (2017) 4, pp. 393-421
Persistent link: https://www.econbiz.de/10011900575
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Optimal investment in hedge funds under loss aversion
Zou, Bin - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10011686964
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Investors' behavior in alternative asset classes
Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: Spoudai : journal of economics and business 72 (2022) 3/4, pp. 3-55
attractive attracted under risk conditions. …
Persistent link: https://www.econbiz.de/10014246136
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Can prospect theory be used to predict an investor's willingness to pay?
Erner, Carsten; Klos, Alexander; Langer, Thomas - In: Journal of banking & finance 37 (2013) 6, pp. 1960-1973
Persistent link: https://www.econbiz.de/10009741901
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Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
De Giorgi, Enrico; Legg, Shane - In: Journal of economic dynamics & control 36 (2012) 7, pp. 951-972
Persistent link: https://www.econbiz.de/10009573428
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A rank-dependent utility model of uncertain lifetime
Drouhin, Nicolas - In: Journal of economic dynamics & control 53 (2015), pp. 208-224
Persistent link: https://www.econbiz.de/10011526945
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Non-expected route choice model under risk on stochastic traffic networks
Ji, Xiangfeng; Ban, Xuegang; Li, Mengtian; Zhang, Jian; … - In: Networks and spatial economics : a journal of … 17 (2017) 3, pp. 777-807
Persistent link: https://www.econbiz.de/10011809944
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On positive homogeneity and comonotonic additivity of the principle of equivalent utility under cumulative prospect theory
Chudziak, J. - In: Insurance / Mathematics & economics 94 (2020), pp. 154-159
Persistent link: https://www.econbiz.de/10012419195