A robust behavioral portfolio selection : model with investor attitudes and biases
Omid Momen, Akbar Esfahanipour & Abbas Seifi
| Year of publication: |
2020
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|---|---|
| Authors: | Momen, Omid ; Esfahanipour, Akbar ; Seifi, Abbas |
| Published in: |
Operational research : an international journal. - Berlin : Springer, ISSN 1866-1505, ZDB-ID 2425760-6. - Vol. 20.2020, 1, p. 427-446
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| Subject: | Behavioral portfolio selection | Robust estimator | Spectral risk measure | Behavioral biases | Black–Litterman | Operational research | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Systematischer Fehler | Bias | Robustes Verfahren | Robust statistics |
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