Making Prospect Theory Fit for Finance
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- Enrico Giorgi & Thorsten Hens, 2006. "Making prospect theory fit for finance," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(3), pages 339-360, September.
References listed on IDEAS
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More about this item
Keywords
Prospect theory; portfolio selection;JEL classification:
- G00 - Financial Economics - - General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBE-2006-10-28 (Cognitive and Behavioural Economics)
- NEP-FIN-2006-10-28 (Finance)
- NEP-UPT-2006-10-28 (Utility Models and Prospect Theory)
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