Mean-risk analysis with enhanced behavioral content
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Publication:297400
DOI10.1016/J.EJOR.2014.06.001zbMATH Open1339.91050OpenAlexW2093479969MaRDI QIDQ297400FDOQ297400
Authors: Alessandra Cillo, Philippe Delquié 
Publication date: 27 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://econpapers.repec.org/RePEc:igi:igierp:498
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- Comparing risks with reference points: a stochastic dominance approach
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Cited In (8)
- Title not available (Why is that?)
- A second-generation disappointment aversion theory of decision making under risk
- Risk measures from risk-reducing experiments
- Portfolio selection with robust estimators considering behavioral biases in a causal network
- Portfolio optimization with disutility-based risk measure
- Behavioral mean-variance portfolio selection
- Basic geometric dispersion theory of decision making under risk: asymmetric risk relativity, new predictions of empirical behaviors, and risk triad
- Modifying the mean-variance approach to avoid violations of stochastic dominance
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