| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061144 | Economics Letters | 2009 | 4 Pages |
Abstract
We introduce functionals with metric properties defined on classes of investors allowing inference about relations between prospects. In this context, we introduce the class of investors with balanced views. Our approach is consistent with Cumulative Prospect Theory.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi,