Static portfolio choice under Cumulative Prospect Theory

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Cite
Bernard, Carole, and Mario Ghossoub. “Static Portfolio Choice under Cumulative Prospect Theory”. Mathematics and Financial Economics, vol. 2, no. 4, 2009, pp. 277-06, https://doi.org/10.1007/s11579-009-0021-2.
Bernard, C., & Ghossoub, M. (2009). Static portfolio choice under Cumulative Prospect Theory. Mathematics and Financial Economics, 2(4), 277-306. https://doi.org/10.1007/s11579-009-0021-2
Bernard C, Ghossoub M. Static portfolio choice under Cumulative Prospect Theory. Mathematics and Financial Economics. 2009;2(4):277-306.
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Commerce
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Economics as a science
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Refrences
Title Journal Journal Categories Citations Publication Date
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices

 American Economic Review
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 1,064 2008
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

 Mathematical Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 225 2008
Loss Aversion Under Prospect Theory: A Parameter-Free Measurement

 Management Science
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Industries. Land use. Labor: Management. Industrial management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 505 2007
The behavioural components of risk aversion Journal of Mathematical Psychology
  • Social Sciences: Statistics
  • Philosophy. Psychology. Religion: Psychology
  • Science: Mathematics
  • Philosophy. Psychology. Religion: Psychology
  • Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry: Neurology. Diseases of the nervous system: Psychiatry
 20 2007
Downside Loss Aversion and Portfolio Management

 Management Science
  • Technology: Manufactures: Production management. Operations management
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Industries. Land use. Labor: Management. Industrial management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 84 2006
Refrences Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science30
Social Sciences: Commerce: Business19
Social Sciences: Statistics7
Science: Mathematics6
Social Sciences: Finance6
Science: Mathematics: Probabilities. Mathematical statistics4
Philosophy. Psychology. Religion: Psychology4
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry: Neurology. Diseases of the nervous system: Psychiatry2
Medicine: Internal medicine: Neurosciences. Biological psychiatry. Neuropsychiatry1
The category Social Sciences: Economic theory. Demography: Economics as a science 30 is the most frequently represented among the references in this article. It primarily includes studies from Econometrica and Journal of Risk and Uncertainty. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization Computational Economics
  • Science: Mathematics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business: Personnel management. Employment management
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Long-term dynamic asset allocation under asymmetric risk preferences European Journal of Operational Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering
  • Technology: Engineering (General). Civil engineering (General)
 2024
Prospect theory and asset allocation The Quarterly Review of Economics and Finance
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
 2024
Risk-Constrained Portfolio Choice under Rank-Dependent Utility SSRN Electronic Journal 2023
A New Behavioral Model for Portfolio Selection Using the Half-Full/Half-Empty Approach SSRN Electronic Journal 2023
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science45
Social Sciences: Commerce: Business44
Science: Mathematics34
Social Sciences: Finance32
Social Sciences: Statistics22
Technology: Manufactures: Production management. Operations management13
Social Sciences: Commerce: Business: Personnel management. Employment management9
Technology: Engineering (General). Civil engineering (General)9
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods5
Science: Mathematics: Probabilities. Mathematical statistics5
Social Sciences: Commerce: Business: Accounting. Bookkeeping4
Science: Mathematics: Instruments and machines: Electronic computers. Computer science3
Technology: Technology (General): Industrial engineering. Management engineering2
Technology: Technology (General): Industrial engineering. Management engineering: Information technology2
Technology: Mechanical engineering and machinery2
Science: Science (General): Cybernetics: Information theory2
Social Sciences: Industries. Land use. Labor: Management. Industrial management1
Science: Astronomy: Astrophysics1
Science: Physics1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
Technology: Engineering (General). Civil engineering (General): Transportation engineering1
Social Sciences: Transportation and communications1
Social Sciences: Finance: Insurance1
The category Social Sciences: Economic theory. Demography: Economics as a science 45 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Existence of CAPM Equilibria with Prospect Theory Preferences and was published in 2003. The most recent citation comes from a 2024 study titled Prospect theory and asset allocation. This article reached its peak citation in 2017, with 13 citations. It has been cited in 45 different journals, 8% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 28 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year