Showing 1 - 3 of 3
The studies of behavioral finance show that the cognitive bias plays an important role in investors' decision-making process. In this paper, based on the robust theory and prospect theory, a robust multi-period portfolio considering investors' behavioral factors is constructed, which features...
Persistent link: https://www.econbiz.de/10013034149
Persistent link: https://www.econbiz.de/10012120121
Persistent link: https://www.econbiz.de/10014484000