A theory of misperception in a stochastic dominance framework and its application to structured financial products
Rosella Castellano; Roy Cerqueti
| Year of publication: |
January 2018
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|---|---|
| Authors: | Castellano, Rosella ; Cerqueti, Roy |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 29.2018, 1, p. 23-37
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| Subject: | behavioural finance | stochastic dominance | Monte Carlo simulations | structured financial products | volatility | Theorie | Theory | Stochastischer Prozess | Stochastic process | Monte-Carlo-Simulation | Monte Carlo simulation | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Finanzprodukt | Financial product | Portfolio-Management | Portfolio selection | Strukturiertes Produkt | Structured product |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/imaman/dpw007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011858928