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"Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment."

Xue Dong He, Xun Yu Zhou (2011)

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DOI: 10.1287/MNSC.1100.1269

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/HeZ11
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Xue Dong He, Xun Yu Zhou:
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment. Manag. Sci. 57(2): 315-331 (2011)

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