Behavioral Portfolio Optimization with Social Reference Point
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Publication:5356991
DOI10.1007/978-3-319-18161-5_23zbMath1371.91168MaRDI QIDQ5356991
Li, Duan, Yun Shi, Xiangyu Cui
Publication date: 12 September 2017
Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-18161-5_23
prospect theory; reference point; portfolio optimization; social comparison; relative wealth concern