Behavioral portfolio selection and optimization : an application to international stocks
Year of publication: |
August 2018
|
---|---|
Authors: | Simo-Kengne, Beatrice D. ; Ababio, Kofi A. ; Mba, Jules ; Koumba, Ur |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 32.2018, 3, p. 311-328
|
Subject: | Portfolio selection | Cumulative prospect theory | Pair copula | Portfolio-Management | Prospect Theory | Prospect theory | Multivariate Verteilung | Multivariate distribution |
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