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General uncertainty in portfolio selection: A case-based decision approach · Study

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ArticleGeneral uncertainty in portfolio selection: A case-based decision approach

Vasyl Golosnoy2007

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Articlegreen2007

General uncertainty in portfolio selection: A case-based decision approach

Vasyl Golosnoy · Yarema Okhrin

31 citations·0/0 files stored·Journal of Economic Behavior & Organization

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Decision-Making and Behavioral Economics

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1921Risk, Uncertainty and Profit 1952Portfolio Selection 1989Maxmin expected utility with non-unique prior 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?1992Global Portfolio Optimization 2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection

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2013The empirical similarity approach for volatility prediction

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Year2007

Typearticle

Published2007-08-29

VenueJournal of Economic Behavior & Organization

ISSN-L0167-2681

Languageen

Citations31

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.jebo.2007.08.004

openalex_workW2058875151

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