Optimal investment with transaction costs under cumulative prospect theory in discrete time
Crossref DOI link: https://doi.org/10.1007/s11579-017-0186-z
Published Online: 2017-03-23
Published Print: 2017-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zou, Bin
Zagst, Rudi
License valid from 2017-03-23