Static portfolio choice under Cumulative Prospect Theory

By Carole Bernard, Mario Ghossoub. 2010

161 citations recorded by the source corpus.

Subfields: Finance, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b0da1a442983dfae9c6b4c56002abb54600ef8f4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Peter P. Wakker
2. Vitalie Spinu
3. Amit Kothiyal

In General Decision Sciences

1. Peter P. Wakker
2. Vitalie Spinu
3. Amit Kothiyal
4. Mohammed Abdellaoui
5. Han Bleichrodt

In Management Science and Operations Research

1. Peter P. Wakker
2. Vitalie Spinu
3. Amit Kothiyal
4. Mohammed Abdellaoui
5. Han Bleichrodt

Citations in the corpus

• Prospect theory for continuous distributions: A preference foundation (2011, methodology): “…weighting to continuous distributions, often lognormal and, hence, unbounded, include Barberis and Huang (2008), Barberis and Xiong (2009), Bernard and Ghossoub (2009), Carlier and Dana (2011), He and Zhou (2010), Henderson (2010), Kanbur et al. (2008), Spalt (2010), and Sumalee et al.…”