Pages that link to "Item:Q2788690"
From MaRDI portal
The following pages link to Behavioral portfolio selection: asymptotics and stability along a sequence of models (Q2788690):
Displaying 9 items.
- The influence of perceived stock value price histories in the mean-variance-instability model (Q1592748) (← links)
- Discrete-time behavioral portfolio selection under cumulative prospect theory (Q1657447) (← links)
- Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
- Continuity of utility maximization under weak convergence (Q2024121) (← links)
- Some properties of the optimal investment strategy in a behavioral portfolio choice model (Q2228363) (← links)
- On the investment direction of a behavioral portfolio choice model (Q2294315) (← links)
- Behavioral portfolio selection with loss control (Q2430900) (← links)
- (Q3371140) (← links)
- Multi-asset portfolio model optimization based on mean multifractal detrended cross correlation analysis (Q6668674) (← links)