On the investment direction of a behavioral portfolio choice model
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Publication:2294315
DOI10.1016/J.ORL.2019.03.018zbMath1476.91155OpenAlexW2938754338MaRDI QIDQ2294315
Publication date: 10 February 2020
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2019.03.018
Related Items (1)
Cites Work
- Advances in prospect theory: cumulative representation of uncertainty
- Static portfolio choice under cumulative prospect theory
- Multi-stock portfolio optimization under prospect theory
- Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
- Prospect Theory: An Analysis of Decision under Risk
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