Song Zhang

Peking University - School of Mathematical Science

PhD Candidate

5 Yiheyuan Road

Beijing, 100871

China

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Scholarly Papers (1)

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Behavioral Portfolio Selection with Loss Control

Number of pages: 24 Posted: 12 Feb 2010 Last Revised: 17 Sep 2010
Hanqing Jin, Song Zhang and Xun Yu Zhou
Mathematical Institute, Peking University - School of Mathematical Science and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
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Abstract:

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Cumulative prospect theory, portfolio choice, gains and losses, constraint, Choquet integral, quantile function