@article{publication-15493,
	author={Hens, Thorsten and Mayer, János},
	doi={10.21314/JCF.2017.336},
	issn={1460-1559},
	journal={Journal of Computational Finance},
	number=3,
	pages={47-73},
	publisher={Incisive Media},
	title={Cumulative prospect theory and mean-variance analysis: a rigorous comparison},
	volume=21,
	year=2017,
}