Keywords: Optimal Portfolios
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Journal Articles
Critical Finance Review (2016) 5 (2): 305–350.
Published: 21 December 2016
... utility can lead to extreme portfolio demands, and probability weighting is a form of heterogeneous beliefs, which can lead to different investors’ optimal portfolios being quite dissimilar. My paper confirms that optimal portfolios for investors with S-shaped utility or who use probability weighting can...

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