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ArticleBehavioral mean-variance portfolio selection

Junna Bi2018

Article2018

Behavioral mean-variance portfolio selection

Junna Bi · Hanqing Jin · Qingbin Meng

47 citations·0/0 files stored·European Journal of Operational Research

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Risk and Portfolio Optimization Decision-Making and Behavioral Economics Stochastic processes and financial applications

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References

1979Prospect Theory: An Analysis of Decision under Risk 1988Prospect theory: An analysis of decision under risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1952PORTFOLIO SELECTION*1961Risk, Ambiguity, and the Savage Axioms 1985The equity premium: A puzzle 1953Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine 1948The Utility Analysis of Choices Involving Risk

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2021Portfolio optimization with behavioural preferences and investor memory 2020Precautionary saving in mean-variance models and different sources of risk

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Year2018

Typearticle

Published2018-06-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations47

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.ejor.2018.05.065

openalex_workW2806251709

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