A privacy-preserving robo-advisory system with the Black-Litterman portfolio model : a new framework and insights into investor behavior
Hyungjin Ko, Junyoung Byun, Jaewook Lee
| Year of publication: |
2023
|
|---|---|
| Authors: | Ko, Hyungjin ; Byun, Junyoung ; Lee, Jaewook |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 89.2023, p. 1-22
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| Subject: | Black-Litterman model | Expected utility theory | Homomorphic encryption | Privacy-preserving | Prospect theory | Robo-advisory system | Portfolio-Management | Portfolio selection | Prospect Theory | Erwartungsnutzen | Expected utility | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2023.101873 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490160