Portfolios optimizations of behavioral stocks with perception probability weightings
Kuo-Hwa Chang and Michael Nayat Young
| Year of publication: |
2019
|
|---|---|
| Authors: | Chang, Kuo-Hwa ; Young, Michael Nayat |
| Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 20.2019, 2, p. 817-845
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| Subject: | Portfolio management | Behavioral portfolio optimization | Irrationalbehaviors | Probability weightings | Mixed integer program | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Mathematische Optimierung | Mathematical programming | Wahrscheinlichkeitsrechnung | Probability theory | Prospect Theory | Prospect theory | Ganzzahlige Optimierung | Integer programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012175650