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  • Search: subject:"differential evolution copula"
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Year of publication
Subject
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CVaR 2 Cryptocurrencies indices 2 cumulative prospect theory 2 differential evolution copula 2 portfolio optimisation 2 Mathematical programming 1 Mathematische Optimierung 1 Multivariate Verteilung 1 Multivariate distribution 1 Portfolio selection 1 Portfolio-Management 1 Prospect Theory 1 Prospect theory 1 Risikomaß 1 Risk measure 1 Virtual currency 1 Virtuelle Währung 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Ababio, Kofi A. 2 Koumba, Ur 2 Mba, Jules Clement 2
Published in...
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Cogent Economics & Finance 1 Cogent economics & finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Optimisation of mixed assets portfolio using copula differential evolution : a behavioural approach
Ababio, Kofi A.; Mba, Jules Clement; Koumba, Ur - In: Cogent economics & finance 8 (2020) 1, pp. 1-27
Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual deci­ sion-making problems. In this study, two distinct asset classes (i.e. assets with extremely lower or higher CPT values) are classified and...
Persistent link: https://www.econbiz.de/10012622374
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Cover Image
Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach
Ababio, Kofi A.; Mba, Jules Clement; Koumba, Ur - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-27
Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual deci sion-making problems. In this study, two distinct asset classes (i.e. assets with extremely lower or higher CPT values) are classified and...
Persistent link: https://www.econbiz.de/10014001512
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