Work

A Probability Weighting Function for Cumulative Prospect Theory and Mean-Gini Approach to Optimal Portfolio Investment

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2380484

Author: Pavlo R. Blavatskyy

Institution: MBS School of Business

Language: English

Topic: Decision-Making and Behavioral Economics

Subfield: General Decision Sciences

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1731470131

Cites: 65

Cited by: 10

Related to: 10