Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

Published 2010 View Full Article

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Title
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
Authors
Keywords
-
Journal
MANAGEMENT SCIENCE
Volume 57, Issue 2, Pages 315-331
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2010-12-11
DOI
10.1287/mnsc.1100.1269

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