Talk: Matteo Del Vigna Title Weak Insider Trading and Behavioral Finance Paper "Luciano Campi and Matteo Del Vigna (2011). Weak Insider Trading and Behavioral Finance." Abstract In this paper, we study the optimal portfolio selection problem for weakly informed traders in the sense of Baudoin. Apart from expected utility maximizers, we consider investors with other preference paradigms. In particular, we consider agents following cumulative prospect theory as developed by Tversky and Kahneman as well as Yaari’s dual theory of choice. We solve the corresponding optimization problems, in both non-informed and informed case, i.e. when the agent has an additional weak information. Finally, comparison results among investors with different preferences and information sets are given, together with explicit examples. In particular, the insider’s gain, i.e. the difference between the optimal values of an informed and a non informed investor, is explicitly computed.