A robust behavioral portfolio selection : model with investor attitudes and biases
Omid Momen, Akbar Esfahanipour & Abbas Seifi
| Year of publication: |
2020
|
|---|---|
| Authors: | Momen, Omid ; Esfahanipour, Akbar ; Seifi, Abbas |
| Subject: | Behavioral portfolio selection | Robust estimator | Spectral risk measure | Behavioral biases | Black–Litterman | Operational research | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Systematischer Fehler | Bias | Operations Research | Operations research | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Verhaltensökonomik | Behavioral economics | Prospect Theory | Prospect theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12351-017-0330-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172938