Browsing School of Economic Sciences and Business by Subject "Upper partial moment"
Now showing items 1-1 of 1
-
Value Functions for Prospect Theory Investors: An Empirical Evaluation for U.S. Style Portfolios
(Taylor & Francis, 2017)The main aim of this article is to provide a general behavioral analysis that proposes a series of different value functions for prospect theory (PT) investors incorporated into behavioral reward-risk models that are ...