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In this paper, the authors' study the optimal portfolio selection problem of weakly informed traders in the sense of Baudoin. Instead of considering only expected utility maximizers, they also take into consideration different preference paradigms. In particular, they analyze a representative agent who follows the tenets of cumulative prospect theory as developed by Kahneman and Tversky , together with an investor acting as in Yaari's dual theory of choice  and a trader who faces the so-called goal reaching maximizer. For every one of these different maximizers, they frame the corresponding optimization problems, one in the non-informed case and the other one when the agent possesses weak information.
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