Mba, Jules Clément; Ababio, Kofi A.; Agyei, Samuel Kwaku - In: International Journal of Financial Studies : open … 10 (2022) 2, pp. 1-16
encapsulates the MV statistics and investors psychology. The second aspect involves capturing the portfolio asset dependence … structure through copula. Using the behavioral MV (BMV) and the copula behavioral MV (CBMV), the results show that stocks with …