2 search results - page 1 / 1 » From Discrete-Time Models to Continuous-Time, Asynchronous M... |
82
Voted
CI
2007
15 years 2 months ago
2007
124
Voted
CDC
2008
IEEE
15 years 9 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...