Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails

Fuente: arXiv

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Bibliographic Details
Main Authors:	Jha, Ayush, Shirvani, Abootaleb, Jaffri, Ali M., Rachev, Svetlozar T., Fabozzi, Frank J.
Format:	Preprint
Published:	2025
Subjects:	General Economics Economics Portfolio Management Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.04208