Consortium of Swiss Academic Libraries

Multi-stock portfolio optimization under prospect theory

Pirvu, Traian ; Schulze, Klaas

In: Mathematics and Financial Economics, 2012, vol. 6, no. 4, p. 337-362

Consortium of Swiss Academic Libraries

Prospect theory for continuous distributions

Rieger, Marc ; Wang, Mei

In: Journal of Risk and Uncertainty, 2008, vol. 36, no. 1, p. 83-102