One-period pricing strategy of ‘money doctors’ under cumulative prospect theory
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DOI: 10.1007/s10258-017-0133-1
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Cited by:
- Raquel M. Gaspar & Paulo M. Silva, 2019. "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM 2019/92, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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Keywords
Money doctor; Money manager; Cumulative prospect theory (CPT); CPT-investor; Value function; Objective function; Optimal fees;All these keywords.
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