On the investment direction of a behavioral portfolio choice model

DOI10.1016/J.ORL.2019.03.018zbMath1476.91155OpenAlexW2938754338MaRDI QIDQ2294315

Youcheng Lou

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

zbMATH Keywords

cumulative prospect theoryactual market opportunityinvestment directionperceived market opportunity

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Some properties of the optimal investment strategy in a behavioral portfolio choice model

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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