Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083)
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scientific article; zbMATH DE number 6981199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms |
scientific article; zbMATH DE number 6981199 |
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Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (English)
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19 November 2018
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portfolio optimization
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behavioural finance
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prospect theory
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index tracking
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risk modelling
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