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*035  $a(NO-LaBS)13408293(bibid)
*035  $a(NO-TrBIB)091746388
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*1001 $aDe Giorgi, Enrico$0(NO-TrBIB)3116375$_31869700
*24510$aComputational aspects of prospect theory with asset pricing applications$cby Enrico De Giorgi, Thorsten Hens and János Mayer
*260  $aBergen$bNorwegian School of Economics and Business Administration, Department of Finance and Management Science$c2008
*300  $aS. [267]-281$bdiagr.
*4901 $aReprint / Norwegian School of Economics and Business Administration, Department of Finance and Management Science$vFOR 13 2007
*500  $aSærtrykk av: Computational economics, 29(2007)
*533  $aElektronisk reproduksjon$b[Norge]$cNasjonalbiblioteket Digital$d2009-12-14
*588  $aKatalogisert etter omslag
*7001 $aHens, Thorsten$d1961-$0(NO-TrBIB)90690477$_24744000
*7001 $aMayer, János$0(NO-TrBIB)99043058$_24744100
*830 0$aReprint (Norges handelshøyskole. Institutt for foretaksøkonomi : trykt utg.)$x1890-8209$vFOR 13 2007$w990823639784702201$_19094600
*85641$3Fulltekst$uhttps://urn.nb.no/URN:NBN:no-nb_digibok_2009121400102$yNettbiblioteket$zDigital representasjon
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*999  $aoai:nb.bibsys.no:990917463884702202$b2021-11-14T20:59:53Z$z990917463884702202
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