Dynamic Money Doctors under Cumulative Prospect Theory
Keywords:
money doctor, money manager, cumulative prospect theory (CPT), CPT-investor, value function, objective function, optimal fees
Abstract
Abstract not found
Downloads
- Article PDF
- TEI XML Kaleidoscope (download in zip)* (Beta by AI)
- Lens* NISO JATS XML (Beta by AI)
- HTML Kaleidoscope* (Beta by AI)
- DBK XML Kaleidoscope (download in zip)* (Beta by AI)
- LaTeX pdf Kaleidoscope* (Beta by AI)
- EPUB Kaleidoscope* (Beta by AI)
- MD Kaleidoscope* (Beta by AI)
- FO Kaleidoscope* (Beta by AI)
- BIB Kaleidoscope* (Beta by AI)
- LaTeX Kaleidoscope* (Beta by AI)
How to Cite
References
L Ackert, R Deaves (2013) Behavioral finance: psychology, decision-making, and markets.
H Andreas, I Roman, S Meyer (2012) Trading on advice.
Carole Bernard, Mario Ghossoub (2009) Static portfolio choice under Cumulative Prospect Theory. 2(4), 277-306.
Carole Bernard, Xuedong He, Jia‐an Yan, Xun Zhou (2015) OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY. 25(1), 154-186.
G Carlier, R-A Dana (2005) Existence and monotonicity of solutions to moral hazard problems. 41(7), 826-843.
G Carlier, R Dana (2005) Rearrangement inequalities in non-convex insurance models. 41, 483-503.
G Carlier, R Dana (2008) Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities. 36(2), 189-223.
G Carlier, R Dana (2011) OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES. 21(2), 169-201.
Alain Chateauneuf, Rose-Anne Dana, Jean-Marc Tallon (2000) Optimal risk-sharing rules and equilibria with Choquet-expected-utility. 34(2), 191-214.
Gustave Choquet (1953) Theory of capacities. 5, 131-295.
R Dana, M Scarsini (2007) Optimal risk sharing with background risk. 133(1), 152-176.
L Deng (2015) The optimal insurance policy for the general fixed cost of handling an in-demnity under rankdependent expected utility.
Liurui Deng, Traian Pirvu (2015) Multi-Period Investment Strategies under Cumulative Prospect Theory. 12(2), 83.
Liurui Deng, Zilan Liu (2015) One-period pricing strategy of 'money doctors' under cumulative prospect theory. 16(2), 113-144.
B Dhiab (2015) Demand for insurance under rank dependent expected utility model. 6(8), 29-36.
G Devies, S Satchell, N Gennaioli, A Shleifer, R Vishny (2004) The behavioural components of risk aversion. Working paper 17. 70(1), 91-114.
Xue He, Xun Zhou (2011) Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment. 57(2), 315-331.
Xue He, Xun Zhou (2011) PORTFOLIO CHOICE VIA QUANTILES. 21(2), 203-231.
Hanqing Jin, Xun Yu Zhou (2008) BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME. 18(3), 385-426.
C Judith, G Ellison (1997) Risk taking by mutual funds as a response to incentives. 105, 1167-1200.
C Judith, G Ellison (1999) Career concerns of mutual fund managers. 114, 389-432.
Minsuk Kwak, Traian Pirvu, Huayue Zhang (2014) A Multiperiod Equilibrium Pricing Model. 2014, 1-14.
J Neummann, O Morgenstern (1944) Theory of games and economic behavior.
Traian Pirvu, Klaas Schulze (2012) Multi-stock portfolio optimization under prospect theory. 6(4), 337-362.
T Pirvu, H Zhang (2013) Utility indifference pricing: A time consistent approach. 326(20), 304.
John Quiggin (1991) Comparative statics for rank-dependent expected utility theory. 4(4), 339-350.
I Roman, M Ottaviani (2009) Misselling through agents. 99, 883-908.
I Roman, M Ottaviani (2012) Competition through commissions and kickbacks. 102, 780-809.
I Roman, M Ottaviani (2012) Financial advice. 50, 494-512.
David Schmeidler (1989) Subjective Probability and Expected Utility without Additivity. 57(3), 571.
Yun Shi, Xiangyu Cui, Duan Li (2014) Discrete-Time Behavioral Portfolio Selection Under Prospect Theory.
A Tversky, D Kahneman (1992) Prospect theory: An analysis of decision under rick. 47, 262-291.
Amos Tversky, Daniel Kahneman (1992) Advances in prospect theory: Cumulative representation of uncertainty. 5(4), 297-323.
G Veronica, P Kondor (2012) Fund managers, career concerns and asset price volatility. 102, 1986-2017.
Menahem Yaari (1987) The Dual Theory of Choice under Risk. 55(1), 95.
Published
2019-08-20
Issue
Section
License
Copyright (c) 2019 Authors and Global Journals Private Limited

This work is licensed under a Creative Commons Attribution 4.0 International License.