2 search results - page 1 / 1 » Mean-Variance Portfolio Selection with Random Parameters in ... |
63
Voted
MOR
2002
14 years 10 months ago
2002
81
Voted
CDC
2008
IEEE
15 years 4 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...