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Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study

Crossref DOI link: https://doi.org/10.1007/s10287-018-0333-x

Published Online: 2018-08-13

Published Print: 2019-02

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Consigli, Giorgio

Hitaj, Asmerilda http://orcid.org/0000-0002-1921-8435
Mastrogiacomo, Elisa
Funding

Funding for this research was provided by:

GNAMPA: Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni

GNAMPA: Gruppo Nazionale per l’Analisi Matematica, la Probabilità e le loro Applicazioni
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Article History

Received: 30 September 2017

Accepted: 3 August 2018

First Online: 13 August 2018