Similar Search Results

Overconfidence in investment decisions : an experimental approach

Dittrich, Dennis; Güth, Werner; Maciejovsky, Boris - 2001

We experimentally test overconfidence in investment decisions by offering participants the possibility to substitute their own for alternative investment choices. Overall, 149 subjects participated in two experiments, one with just one risky asset, the other with two risky assets. Overconfidence...

Persistent link: https://www.econbiz.de/10011408444

Social preferences and portfolio choice

Riedl, Arno; Smeets, Paul - 2013

also show that prosocial behavior in one domain (experiment) is correlated with prosocial behavior in another domain …

Persistent link: https://www.econbiz.de/10010189840

Portfolio optimization with an envelope-based multi-objective evolutionary algorithm

Branke, Jürgen; Scheckenbach, B.; Stein, Michael; Deb, K. - In: European journal of operational research : EJOR 199 (2009) 3, pp. 684-693

Persistent link: https://www.econbiz.de/10003900045

Multi-objective portfolio optimization considering the dependence structure of asset returns

Babaei, Sadra; Sepehri, Mohammad Mehdi; Babaei, Edris - In: European journal of operational research : EJOR 244 (2015) 2, pp. 525-539

Persistent link: https://www.econbiz.de/10010531892

Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns

Qin, Zhongfeng - In: European journal of operational research : EJOR 245 (2015) 2, pp. 480-488

Persistent link: https://www.econbiz.de/10011308984

Multistage optimization of option portfolio using higher order coherent risk measures

Matmoura, Yassine; Penev, Spiridon - In: European journal of operational research : EJOR 227 (2013) 1, pp. 190-198

Persistent link: https://www.econbiz.de/10009723389

Robust multiobject optimization & applications in portfolio optimization

Fliege, Jörg; Werner, Ralf - In: European journal of operational research : EJOR 234 (2014) 2, pp. 422-433

Persistent link: https://www.econbiz.de/10010356739

Time consistency and risk averse dynamic decision models : definition, interpretation and practical consequences

Rudloff, Birgit; Street, Alexandre; Valladão, Davi M. - In: European journal of operational research : EJOR 234 (2014) 3, pp. 743-750

Persistent link: https://www.econbiz.de/10010360424

Optimal strategies for selecting project portfolios using uncertain value estimates

Vilkkumaa, Eeva; Liesiö, Juuso; Salo, Ahti A. - In: European journal of operational research : EJOR 233 (2014) 3, pp. 772-783

Persistent link: https://www.econbiz.de/10010228189

Inverse portfolio problem with coherent risk measures

Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750

Persistent link: https://www.econbiz.de/10011436861

1
2
3
4
5
6
7
8
9
10
Next
Last