Continuous Cumulative Prospect Theory and Individual Asset Allocation
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More about this item
KeywordsCumulative Prospect Theory; asset allocation; non-linear decisions weights;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-12-12 (All new papers)
- NEP-FIN-2004-12-12 (Finance)
- NEP-FIN-2004-12-15 (Finance)
- NEP-MIC-2004-12-12 (Microeconomics)
- NEP-RMG-2004-12-12 (Risk Management)
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