Research on the impact of background risk on individual investor's investment decisions

DOI10.11721/CQNUJ20190410MaRDI QIDQ5209447zbMATH OpenFDO

Authors Haiyan Xuan, Zhen Jin, Yuchun Zhang, Hongjian Li

Publication date 22 January 2020

Full work available at URL https://doi.org/10.11721/CQNUJ20190410

zbMATH Keywords

background riskherd effectindividual investorportfolioStackelberg game

Mathematics Subject Classification ID

Hierarchical games (including Stackelberg games) (91A65) Applications of game theory (91A80) Portfolio theory (91G10)

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• Research on portfolio entropy decision making and its application based on investor's psychological behavior

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