Behaviour finance and estimation risk in stochastic portfolio optimization
Year of publication: |
2010
|
---|---|
Authors: | Fernandes, José Luiz Barros ; Peña Sánchez de Rivera, Juan Ignacio ; Tabak, Benjamin Miranda |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 20.2010, 7/9, p. 719-738
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Prospect Theory | Prospect theory | Welt | World | 1995-2007 |
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