Some properties of the optimal investment strategy in a behavioral portfolio choice model
Author:
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s11590-019-01467-0.pdf
Reference17 articles.
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3. Carassus, L., Rasonyi, M.: On optimal investment for a behavioral investor in multiperiod incomplete market models. Math. Finance 25(1), 115–153 (2015)
4. Deng, L., Pirvu, T.A.: Multi-period investment strategies under cumulative prospect theory. J. Risk Financ. Manag. 12(2), 83 (2019)
5. He, X.D., Zhou, X.Y.: Portfolio choice under cumulative prospect theory: an analytical treatment. Manag. Sci. 57(2), 315–331 (2011)
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