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

zbMATH Open1174.91529MaRDI QIDQ3609925FDOQ3609925

Authors: Shengping Zhang, Chong Feng Wu 

Publication date: 6 March 2009

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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)

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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