Cumulative prospect theory and mean–variance analysis: a rigorous comparison
Author:
Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Efficiency Evaluation of Assets and Optimal Portfolio Generation by Cross Efficiency and Cumulative Prospect Theory;Computational Economics;2022-10-31
2. Implementing an Approximation of Cumulative Prospect Theory into Mixed Linear Programming – an Application to Bio-Economic Modelling at Farm-Scale Considering Crop Insurance;German Journal of Agricultural Economics;2022-08-26
3. Portfolio selection by cumulative prospect theory and its comparison with mean-variance model;Granular Computing;2022-01-22
4. Mean-variance versus utility maximization revisited: The case of constant relative risk aversion;International Review of Financial Analysis;2021-11
5. A Construction Schedule Robustness Measure Based on Improved Prospect Theory and the Copula-CRITIC Method;Applied Sciences;2020-03-16
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