Dynamic economic decision problems under behavioural preferences and market imperfections
This thesis is a collection of three individual works on dynamic economic decision problems which go beyond expected utility maximisation in complete markets. The first chapter introduces an asset liquidation model under prospect theory preferences. We demonstrate that the probability weighting comp...
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University of Warwick
2016
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| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.714956 |