Gain-Loss Hedging and Cumulative Prospect Theory
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More about this item
Keywords
Cumulative Prospect Theory; Comonotonicity; Gain-loss hedging; Sipos integral; Choquet integral.;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2025-05-26 (Utility Models and Prospect Theory)
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