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Portfolio optimization in an upside potential and downside risk framework
16 references·0 citing·28 second hop
Portfolio optimization in an upside potential and downside risk framework (2013)Portfolio optimization in an upside poten…Theory of games and economic behavior (2019)Theory of games and economic …Expected Option Returns (2001)Expected Option ReturnsLoss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)The Markowitz Optimization En…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Mean-Variance Versus Direct Utility Maximization (1984)Mean-Variance Versus Direct U…Estimation for Markowitz Efficient Portfolios (1980)Estimation for Markowitz Effi…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Capital market equilibrium in a mean-lower partial moment framework (1977)Capital market equilibrium in…Optimal rules for ordering uncertain prospects (1975)Optimal rules for ordering un…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …The Utility of Wealth (1952)The Utility of WealthSafety First and the Holding of Assets (1952)Safety First and the Holding …The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…The Theory of Games and Economic Behavior (1945)The Theory of Games and Econo…Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Aspects of the Theory of Risk-Bearing. (1966)Risk Aversion in the Small and in the Large (1976)Time-inconsistent Preferences and Consumer Self-Control (1991)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)Toward a positive theory of consumer choice (1980)Risk as feelings. (2001)Non-cooperative games (1989)Frontiers in Group Dynamics (1947)A Method for Evaluating the Distribution of Power in a Committee System (1954)Measurement of health state utilities for economic appraisal (1986)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 1945The Theory of Games and Economic Behavior5,134 cited
  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 1952The Utility of Wealth1,845 cited
  • 1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1,333 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1975Optimal rules for ordering uncertain prospects860 cited
  • 1977Capital market equilibrium in a mean-lower partial moment framework821 cited
  • 2001Expected Option Returns771 cited
  • 1980Estimation for Markowitz Efficient Portfolios554 cited
  • 1984Mean-Variance Versus Direct Utility Maximization

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