Portfolio optimization with behavioural preferences and investor memory
Year of publication: |
2022
|
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Authors: | Harris, Richard D. F. ; Mazibas, Murat |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 296.2022, 1 (1.1.), p. 368-387
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Subject: | Behavioural finance | Cumulative prospect theory | Investor memory | Naïve investment strategy | Portfolio optimisation | Portfolio-Management | Portfolio selection | Anlageverhalten | Prospect Theory | Prospect theory | Kapitalanlage | Financial investment |
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