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Investors' psychology, sentiment, attitude towards risk, degree of risk tolerance or aversion and other risk characteristics largely influence the investment decision which is empirically observed by Deck et al. (2008). Lashgari (2000), Dennis and Mayhew (2002), Suk and Tully (2003), and Wurgler...
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Portfolio optimization is the main concern for portfolio managers. Financial securities are placed within the portfolio … portfolio increases. Six diverse portfolios have been created with a different number of stocks, such as portfolios with 47 … contrary to the standard portfolio theories. The results of the study indicate managerial implications for financial investors …
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We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the … period May 2000 to December 2013. We investigated five portfolio selection methods, random selection, selection within … reductions in portfolio return spread were achieved. …
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