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    2008
    IEEE
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    Continuous-time behavioral portfolio selection
    14 years 6 months ago
    Continuous-time behavioral portfolio selection
    Download  people.maths.ox.ac.uk
    This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
    Hanqing Jin, Xun Yu Zhou
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