New publications on the role of decision theory for financial advice

Thorsten Hens and Janos Mayer (2017) “Decision Theory Matters for Financial Advice”, Computational Economics, Forthcoming. See https://link.springer.com/article/10.1007/s10614-017-9668-6/fulltext.html

Thorsten Hens and Janos Mayer (2017): “Cumulative Prospect Theory and Mean-Variance Analysis: A rigorous comparison”, The Journal of Computational Finance, Volume 21, Issue 3. See  https://www.risk.net/journal-of-computational-finance/5363811/cumulative-prospect-theory-and-mean-variance-analysis-a-rigorous-comparison

Leave a Reply