Portfolio selection based on the herd behavior index

DOI10.1016/J.CAM.2025.117261MaRDI QIDQ6857393zbMATH OpenFDO

Authors Wing Fung Chong, Churui Li, D. Linders

Publication date 17 February 2026

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.117261

zbMATH Keywords

diversification measureefficient frontier comonotonicityherd behavior indexmean-HIXportfolio optimization

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites work

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