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  • Search: subject:"Behavioral Portfolio Optimization"
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Year of publication
Subject
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Prospect Theory 4 Portfolio selection 3 Portfolio-Management 3 Prospect theory 3 Anlageverhalten 2 Behavioral Portfolio Optimization 2 Behavioral portfolio optimization 2 Behavioural finance 2 Loss Aversion 2 Probability Distortion 2 Probability theory 2 Risikoaversion 2 Risk aversion 2 S-Shaped Value Function 2 Wahrscheinlichkeitsrechnung 2 Decision 1 Decision theory 1 Decision under risk 1 Entscheidung 1 Entscheidung unter Risiko 1 Entscheidungstheorie 1 Erwartungsnutzen 1 Expected utility 1 Ganzzahlige Optimierung 1 Integer programming 1 Irrationalbehaviors 1 Loss aversion 1 Lower partial moment 1 Mathematical programming 1 Mathematische Optimierung 1 Mixed integer program 1 Portfolio management 1 Probability distortion 1 Probability weightings 1 S-shaped value function 1 Upper partial moment 1
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Online availability
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Undetermined 3
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 4
Author
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Zervoudi, Evanthia K. 2 Chang, Kuo-Hwa 1 Young, Michael Nayat 1 Zervouid, Evanthia K. 1
Published in...
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Annals of economics and finance 1 International Journal of Applied Behavioral Economics (IJABE) 1 International journal of applied behavioral economics : IJABE ; an official publication of the Information Resources Management Association 1 The journal of behavioral finance : a publication of the Institute of Behavioral Finance 1
Source
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ECONIS (ZBW) 3 Other ZBW resources 1
Showing 1 - 4 of 4
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Portfolios optimizations of behavioral stocks with perception probability weightings
Chang, Kuo-Hwa; Young, Michael Nayat - In: Annals of economics and finance 20 (2019) 2, pp. 817-845
Persistent link: https://www.econbiz.de/10012175650
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Value functions for prospect theory investors : an empirical evaluation for U.S. style portfolios
Zervouid, Evanthia K. - In: The journal of behavioral finance : a publication of … 19 (2018) 3, pp. 319-333
Persistent link: https://www.econbiz.de/10012009707
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Cover Image
Evaluating the Role of Three Basic Factors of Prospect Theory in Decision Making: An Empirical Study
Zervoudi, Evanthia K. - In: International Journal of Applied Behavioral Economics … 6 (2017) 2, pp. 1-22
The main aim of this paper is to empirically evaluate the role of three significant factors of the Prospect Theory: the S-shaped value function, the loss aversion, and the distortion of probability, in decision making. In order to do this, a general behavioral reward-risk model is firstly setup...
Persistent link: https://www.econbiz.de/10012042545
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Cover Image
Evaluating the role of three basic factors of prospect theory in decision making : an empirical study
Zervoudi, Evanthia K. - In: International journal of applied behavioral economics : … 6 (2017) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011675330
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