Shane Legg

University of Lugano

Post doctoral researcher

Via Lambertenghi 10 A

Lugano, TN Ticino 6900

Switzerland

University College London - Gatsby Computational Neuroscience Unit

Research Associate

Alexandra House

17 Queen Square

London, WC1N 3AR

United Kingdom

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Dynamic Portfolio Choice and Asset Pricing with Narrow Framing and Probability Weighting

Swiss Finance Institute Research Paper No. 09-25
Number of pages: 64 Posted: 03 Jun 2009 Last Revised: 21 Jun 2012
Enrico G. De Giorgi and Shane Legg
University of St. Gallen - SEPS: Economics and Political Sciences and University of Lugano
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Citation 21

Abstract:

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Narrow framing, cumulative prospect theory, probability weighting function, negative skewness, simulation methods