"Portfolio choice under cumulative prospect theory: sensitivity analysis ..."

Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo (2019)

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DOI: 10.1007/S10287-018-0333-X

access: closed

type: Journal Article

metadata version: 2020-05-10

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Giorgio Consigli, Asmerilda Hitaj, Elisa Mastrogiacomo:
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. Comput. Manag. Sci. 16(1-2): 129-154 (2019)

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