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Essays on behavioral portfolio management : theory and application

Singer, Nico - 2011

The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset...

Persistent link: https://www.econbiz.de/10009668052

Parameter behavioral finance model of investor groups based on statistical approaches

Zhuo, Jinwu; Li, Xinmiao; Yu, Changrui - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 74-79

Persistent link: https://www.econbiz.de/10012655189

Sampling methods for investment portfolio formulation procedure at increased market volatility

Dzicher, Mateusz - In: Journal of economics & management 43 (2021) 1, pp. 70-89

theory. Research implications/limitations - The research emphasized that in order to get a more diversified investment …

Persistent link: https://www.econbiz.de/10013166371

A synthetic data-plus-features driven approach for portfolio optimization

Pagnoncelli, Bernardo K.; Ramírez, Domingo; Rahimian, Hamed - In: Computational economics 62 (2023) 1, pp. 187-204

Persistent link: https://www.econbiz.de/10014327294

Worst-case portfolio optimization in discrete time

Chen, Lihua; Korn, Ralf - In: Mathematical methods of operations research 90 (2019) 2, pp. 197-227

Persistent link: https://www.econbiz.de/10012132709

Hedging crash risk in optimal portfolio selection

Zhu, Shushang; Zhu, Wei; Pei, Xi; Cui, Xueting - In: Journal of banking & finance 119 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012521210

Optimal portfolio choice with crash and default risk

Müller, Lukas - In: International journal of theoretical and applied … 25 (2022) 4/5, pp. 1-31

Persistent link: https://www.econbiz.de/10013371220

Evaluation of strategy portfolios

Wang, Anlan; Kresta, Aleš; Tichý, Tomáš - In: Computational management science 21 (2024) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014636777

Optimal portfolio choice with crash risk and model ambiguity

Korn, Ralf; Müller, Lukas - In: International journal of theoretical and applied … 25 (2022) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10013189925

Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement

Al Janabi, Mazin A. M. - In: Studies in economics and finance 40 (2023) 1, pp. 112-137

Persistent link: https://www.econbiz.de/10013503886