Behavioral portfolio selection in continuous time

Behavioral portfolio selection in continuous time

10.1111/j.1467-9965.2008.00339.x

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Bibliographic Details
Main Authors: Jin, H., Yu Zhou, X.
Other Authors: MATHEMATICS
Format: Article
Published: 2014
Subjects:
Behavioral criterion
Choquet integral
Continuous time
Cumulative prospect theory
Ill-posedness
Portfolio selection
Probability distortion
S-shaped function
Online Access:http://scholarbank.nus.edu.sg/handle/10635/102924
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Institution: National University of Singapore

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http://scholarbank.nus.edu.sg/handle/10635/102924

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