Recommendations
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Mean–semivariance portfolio selection under probability distortion
- Behavioral portfolio choice under hyperbolic absolute risk aversion
- Explicit efficient frontier of a continuous-time mean-variance portfolio selection problem
- Optimal portfolio choice for a behavioural investor in continuous-time markets
Cites work
- Advances in prospect theory: cumulative representation of uncertainty
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
- Backward Stochastic Differential Equations in Finance
- Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
- Greed, leverage, and potential losses: a prospect theory perspective
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Mean-risk analysis with enhanced behavioral content
- Mean-variance analysis of sourcing decision under disruption risk
- Mean-variance approximations to expected utility
- Mean–semivariance portfolio selection under probability distortion
- Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability
- Optimal multi-period mean-variance policy under no-shorting constraint
- Portfolio choice via quantiles
- Prospect Theory: An Analysis of Decision under Risk
- Risk, ambiguity and the Savage axioms
- Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model
- The Dual Theory of Choice under Risk
- The role of aspiration level in risky choice: A comparison of cumulative prospect theory and SP/A theory
- The what, the why and the how of behavioural operational research -- an invitation to potential sceptics
- Understanding dynamic mean variance asset allocation
Cited in
(16)- Stochastic differential investment and reinsurance game between an insurer and a reinsurer under thinning dependence structure
- On the investment direction of a behavioral portfolio choice model
- A varying terminal time mean-variance model
- Optimal investment problem under behavioral setting: a Lagrange duality perspective
- Portfolio selection with exploration of new investment assets
- An analysis of dollar cost averaging and market timing investment strategies
- Portfolio optimization under safety first expected utility with nonlinear probability distortion
- Portfolio decisions and brain reactions via the CEAD method
- Non-zero-sum reinsurance and investment game under thinning dependence structure: mean–variance premium principle
- On the strategic behavior of large investors: a mean-variance portfolio approach
- Behavioral mean-risk portfolio selection in continuous time via quantile
- Mean-variance portfolio selection for partially observed point processes
- scientific article; zbMATH DE number 7234666 (Why is no real title available?)
- Equilibrium reinsurance-investment strategies with partial information and common shock dependence
- Portfolio optimization with behavioural preferences and investor memory
- The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
This page was built for publication: Behavioral mean-variance portfolio selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q724154)
