Mean-variance model with new type risk perceptions and empirical research

MaRDI QIDQ3609925zbMATH OpenFDO

Authors Shengping Zhang, Chong Feng Wu

Publication date 6 March 2009

zbMATH Keywords

portfolio theorymean-variance model\(S\)-shaped risk perceptionconstructing method of three-elements risk measures

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cited in

(2)

• The influence of perceived stock value price histories in the mean-variance-instability model
• Risk perceptions and rationality in measures of risk

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