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Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
Giorgio Consigli
Asmerilda Hitaj
Elisa Mastrogiacomo
Published in:
Comput. Manag. Sci. (2019)
Keyphrases
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sensitivity analysis
cumulative prospect theory
decision analysis
influence diagrams
decision making
managerial insights
variational inequalities
emergency response
decision makers
multi objective
knowledge management
multi dimensional