Portfolio selection with robust estimators considering behavioral biases in a causal network
Omid Momen, Akbar Esfahanipour and Abbas Seifi
| Year of publication: |
2019
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|---|---|
| Authors: | Momen, Omid ; Esfahanipour, Akbar ; Seifi, Abbas |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 53.2019, 2, p. 577-591
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| Subject: | Behavioral portfolio selection | robust estimator | conditional value at risk | behavioral biases | causal relationship | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Risikomaß | Risk measure | Systematischer Fehler | Bias | Robustes Verfahren | Robust statistics | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | Schätzung | Estimation | Verhaltensökonomik | Behavioral economics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2017056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012113676