Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimal Portfolio Choice for a Behavioural Investor in Continuous-Time
  Markets   The aim of this work consists in the study of the optimal investment strategy
for a behavioural investor, whose preference towards risk is described by both
a probability distortion and an S-shaped utility function. Within a
continuous-time financial market framework and assuming that asset prices are
modelled by semimartingales, we derive sufficient and necessary conditions for
the well-posedness of the optimisation problem in the case of piecewise-power
probability distortion and utility functions. Finally, under straightforwardly
verifiable conditions, we further demonstrate the existence of an optimal
strategy.

16
The categories of this paper are: stat
26
The categories of this paper are: bayes-an
14
The categories of this paper are: math-ph
35
The categories of this paper are: mtrl-th
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
18
The categories of this paper are: econ
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
0
The categories of this paper are: hep-ph
4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph
8
The categories of this paper are: hep-ex