A theory of misperception in a stochastic dominance framework and its application to structured financial products
Year of publication: |
January 2018
|
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Authors: | Castellano, Rosella ; Cerqueti, Roy |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 29.2018, 1, p. 23-37
|
Subject: | behavioural finance | stochastic dominance | Monte Carlo simulations | structured financial products | volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Strukturiertes Produkt | Structured product | Volatilität | Volatility |
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