Risk, reward, and beyond : on the behavioral sensitivities of mean-variance efficient portfolios
Jürgen Vandenbroucke and Sanjiv Ranjan Das
| Year of publication: |
2018
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|---|---|
| Authors: | Vandenbroucke, Jürgen ; Das, Sanjiv R. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 16.2018, 4, p. 79-93
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| Subject: | Portfolio optimization | behavioral finance | risk preferences | mental accounting | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Risikopräferenz | Risk attitude | Prospect Theory | Prospect theory | CAPM |
| 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/10011961023