Behavioral mean-variance portfolio selection
Junna Bi, Hanqing Jin, Qingbin Meng
| Year of publication: |
1 December 2018
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|---|---|
| Authors: | Bi, Junna ; Jin, Hanqing ; Meng, Qingbin |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 271.2018, 2 (1.12.), p. 644-663
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| Subject: | Applied probability | Behavioural OR | Mean-variance portfolio selection | Probability distortion | Quantile approach | Portfolio-Management | Portfolio selection | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.05.065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011890350