Risk measure optimization: perceived risk and overconfidence of structured product investors

DOI10.3934/jimo.2018105zbMath1438.91186OpenAlexW2810103410MaRDI QIDQ2314498

Songhai Deng, Yong Fang, Xi Chen, Zongrun Wang

Publication date: 23 July 2019

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2018105

zbMATH Keywords

subjective probabilityoverconfidenceprice distributionperceived riskstructured financial product

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Derivative securities (option pricing, hedging, etc.) (91G20)

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