Matches in SemOpenAlex for { <https://semopenalex.org/work/W2100622017> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2100622017 abstract "This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky¿s (cumulative) prospect theory, featuring S-shaped utility (value) functions and probability distortions. The optimal terminal wealth positions, derived in fairly explicit forms, possess surprisingly simple structure: they resemble the payoff of a portfolio of two binary (or digital) options written on the state density price. An example with a two-piece CRRA utility is presented to illustrate the general results obtained, and is solved completely for all installations of the parameters. The effect of the behavioral criterion on the risky allocations is finally discussed." @default.
- W2100622017 created "2016-06-24" @default.
- W2100622017 creator A5008645257 @default.
- W2100622017 creator A5086115612 @default.
- W2100622017 date "2008-01-01" @default.
- W2100622017 modified "2023-09-26" @default.
- W2100622017 title "Continuous-time behavioral portfolio selection" @default.
- W2100622017 cites W1878329713 @default.
- W2100622017 cites W1977145788 @default.
- W2100622017 cites W2019025561 @default.
- W2100622017 cites W2027047704 @default.
- W2100622017 cites W2033810643 @default.
- W2100622017 cites W2041946752 @default.
- W2100622017 cites W2134306794 @default.
- W2100622017 cites W2138053063 @default.
- W2100622017 cites W2333311386 @default.
- W2100622017 cites W2570834760 @default.
- W2100622017 cites W3011865677 @default.
- W2100622017 cites W3121690653 @default.
- W2100622017 cites W3124331360 @default.
- W2100622017 doi "https://doi.org/10.1109/cdc.2008.4738833" @default.
- W2100622017 hasPublicationYear "2008" @default.
- W2100622017 type Work @default.
- W2100622017 sameAs 2100622017 @default.
- W2100622017 citedByCount "2" @default.
- W2100622017 countsByYear W21006220172014 @default.
- W2100622017 countsByYear W21006220172018 @default.
- W2100622017 crossrefType "proceedings-article" @default.
- W2100622017 hasAuthorship W2100622017A5008645257 @default.
- W2100622017 hasAuthorship W2100622017A5086115612 @default.
- W2100622017 hasConcept C106159729 @default.
- W2100622017 hasConcept C111472728 @default.
- W2100622017 hasConcept C126255220 @default.
- W2100622017 hasConcept C138885662 @default.
- W2100622017 hasConcept C144237770 @default.
- W2100622017 hasConcept C154945302 @default.
- W2100622017 hasConcept C162324750 @default.
- W2100622017 hasConcept C175444787 @default.
- W2100622017 hasConcept C205706631 @default.
- W2100622017 hasConcept C22171661 @default.
- W2100622017 hasConcept C2779449553 @default.
- W2100622017 hasConcept C2780586882 @default.
- W2100622017 hasConcept C2780821815 @default.
- W2100622017 hasConcept C28901747 @default.
- W2100622017 hasConcept C33923547 @default.
- W2100622017 hasConcept C41008148 @default.
- W2100622017 hasConcept C81917197 @default.
- W2100622017 hasConcept C9725762 @default.
- W2100622017 hasConceptScore W2100622017C106159729 @default.
- W2100622017 hasConceptScore W2100622017C111472728 @default.
- W2100622017 hasConceptScore W2100622017C126255220 @default.
- W2100622017 hasConceptScore W2100622017C138885662 @default.
- W2100622017 hasConceptScore W2100622017C144237770 @default.
- W2100622017 hasConceptScore W2100622017C154945302 @default.
- W2100622017 hasConceptScore W2100622017C162324750 @default.
- W2100622017 hasConceptScore W2100622017C175444787 @default.
- W2100622017 hasConceptScore W2100622017C205706631 @default.
- W2100622017 hasConceptScore W2100622017C22171661 @default.
- W2100622017 hasConceptScore W2100622017C2779449553 @default.
- W2100622017 hasConceptScore W2100622017C2780586882 @default.
- W2100622017 hasConceptScore W2100622017C2780821815 @default.
- W2100622017 hasConceptScore W2100622017C28901747 @default.
- W2100622017 hasConceptScore W2100622017C33923547 @default.
- W2100622017 hasConceptScore W2100622017C41008148 @default.
- W2100622017 hasConceptScore W2100622017C81917197 @default.
- W2100622017 hasConceptScore W2100622017C9725762 @default.
- W2100622017 hasLocation W21006220171 @default.
- W2100622017 hasOpenAccess W2100622017 @default.
- W2100622017 hasPrimaryLocation W21006220171 @default.
- W2100622017 hasRelatedWork W2076643862 @default.
- W2100622017 hasRelatedWork W2266171087 @default.
- W2100622017 hasRelatedWork W2288912756 @default.
- W2100622017 hasRelatedWork W2895136339 @default.
- W2100622017 hasRelatedWork W2920932642 @default.
- W2100622017 hasRelatedWork W3147411126 @default.
- W2100622017 hasRelatedWork W3162053393 @default.
- W2100622017 hasRelatedWork W3189362373 @default.
- W2100622017 hasRelatedWork W4236699391 @default.
- W2100622017 hasRelatedWork W4383425339 @default.
- W2100622017 isParatext "false" @default.
- W2100622017 isRetracted "false" @default.
- W2100622017 magId "2100622017" @default.
- W2100622017 workType "article" @default.