Open AccessInverse S-shaped probability weighting and its impact on investment
Author(s) -
Xue Dong He,
Roy Kouwenberg,
Xun Yu Zhou
Publication year - 2018
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2018029
Subject(s) - weighting , portfolio , inverse , econometrics , skewness , expected utility hypothesis , lottery , mathematics , probability distribution , economics , ranking (information retrieval) , investment (military) , mathematical economics , statistics , financial economics , computer science , physics , geometry , politics , acoustics , political science , law , machine learning