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 , expected utility hypothesis , skewness , lottery , mathematics , probability distribution , ranking (information retrieval) , investment (military) , economics , asset (computer security) , mathematical economics , statistics , financial economics , computer science , physics , computer security , geometry , machine learning , politics , acoustics , political science , law
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