Nothing Special   »   [go: up one dir, main page]
create a website
The optimal allocation of risks under prospect theory. (2002). Stracca, Livio.
In: Working Paper Series.
RePEc:ecb:ecbwps:2002161.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory. (2018). Wang, JI ; Xu, Chunhui ; Gong, Chao.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9669-5.

    Full description at Econpapers || Download paper

  2. Portfolio choice, behavioral preferences and equity home bias. (2009). Magi, Alessandro.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:2:p:501-520.

    Full description at Econpapers || Download paper

  3. Investitionsbereitschaft und zeitliche Indifferenz bei Realinvestitionen unter Unsicherheit und Steuern. (2005). Vo, Armin ; Sureth, Caren .
    In: arqus Discussion Papers in Quantitative Tax Research.
    RePEc:zbw:arqudp:2.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-20 16:09:53 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.