Markowitz mean-variance portfolio selection and optimization under a behavioral spectacle : new empirical evidence
Year of publication: |
2022
|
---|---|
Authors: | Mba, Jules Clément ; Ababio, Kofi A. ; Agyei, Samuel Kwaku |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 10.2022, 2, Art.-No. 28, p. 1-16
|
Subject: | cumulative prospect theory | dependence structure | differential evolution | mean-variance | portfolio optimization | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Mathematische Optimierung | Mathematical programming |
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