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Relative Growth Rate Optimization Under Behavioral Criterion - MaRDI portal

Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090)

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scientific article; zbMATH DE number 7770148
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English
Relative Growth Rate Optimization Under Behavioral Criterion
scientific article; zbMATH DE number 7770148

    Statements

    title
    Relative Growth Rate Optimization Under Behavioral Criterion (English)
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    author
    Jing Peng
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    Pengyu Wei
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    Zuo Quan Xu
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    publication date
    23 November 2023
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    zbMATH Keywords
    behavioral finance
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    prospect theory
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    growth optimal portfolio
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    portfolio selection
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    log-return optimal
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    quantile optimization
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    cites work
    Q4357507
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    Q4255599
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    Identifiers

    arXiv ID
    2211.05402
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    zbMATH DE Number
    7770148
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    OpenAlex ID
    W4387939783
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    DOI
    10.1137/22M1496943
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