Portfolio optimization under loss aversion
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Publication:322671
DOI10.1016/J.EJOR.2015.11.038zbMATH Open1346.91202OpenAlexW2186018049MaRDI QIDQ322671FDOQ322671
Authors: Cristinca Fulga 
Publication date: 7 October 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2015.11.038
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Cited In (16)
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- OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION
- Optimization of blockchain investment portfolio under artificial bee colony algorithm
- Downside Loss Aversion and Portfolio Management
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints
- Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function
- Fuzzy multi-period portfolio selection with different investment horizons
- Portfolio selection with consumption ratcheting
- Drawdown beta and portfolio optimization
- Risk preferences and loss aversion in portfolio optimization
- Portfolio performance evaluation with loss aversion
- Portfolio optimization with behavioural preferences and investor memory
- Evaluation of strategy portfolios
- The loss-averse newsvendor problem with quantity-oriented reference point under CVaR criterion
- Profit management of car rental companies
- An equilibrium model of the supply chain network under multi-attribute behaviors analysis
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