Behavioral portfolio selection in continuous time
10.1111/j.1467-9965.2008.00339.x
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sg-nus-scholar.10635-1029242023-10-26T08:10:15Z Behavioral portfolio selection in continuous time Jin, H. Yu Zhou, X. MATHEMATICS Behavioral criterion Choquet integral Continuous time Cumulative prospect theory Ill-posedness Portfolio selection Probability distortion S-shaped function 10.1111/j.1467-9965.2008.00339.x Mathematical Finance 18 3 385-426 2014-10-28T02:31:18Z 2014-10-28T02:31:18Z 2008-07 Article Jin, H., Yu Zhou, X. (2008-07). Behavioral portfolio selection in continuous time. Mathematical Finance 18 (3) : 385-426. ScholarBank@NUS Repository. https://doi.org/10.1111/j.1467-9965.2008.00339.x 09601627 http://scholarbank.nus.edu.sg/handle/10635/102924 000256687700002 Scopus |
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NUS Library |
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Asia |
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Singapore Singapore |
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Behavioral criterion Choquet integral Continuous time Cumulative prospect theory Ill-posedness Portfolio selection Probability distortion S-shaped function |
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Behavioral criterion Choquet integral Continuous time Cumulative prospect theory Ill-posedness Portfolio selection Probability distortion S-shaped function Jin, H. Yu Zhou, X. Behavioral portfolio selection in continuous time |
| description |
10.1111/j.1467-9965.2008.00339.x |
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MATHEMATICS |
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MATHEMATICS Jin, H. Yu Zhou, X. |
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Article |
| author |
Jin, H. Yu Zhou, X. |
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Jin, H. |
| title |
Behavioral portfolio selection in continuous time |
| title_short |
Behavioral portfolio selection in continuous time |
| title_full |
Behavioral portfolio selection in continuous time |
| title_fullStr |
Behavioral portfolio selection in continuous time |
| title_full_unstemmed |
Behavioral portfolio selection in continuous time |
| title_sort |
behavioral portfolio selection in continuous time |
| publishDate |
2014 |
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http://scholarbank.nus.edu.sg/handle/10635/102924 |
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1781787657043443712 |