Behavioral mean-variance portfolio selection (Q724154)
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scientific article; zbMATH DE number 6910125
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavioral mean-variance portfolio selection |
scientific article; zbMATH DE number 6910125 |
Statements
Behavioral mean-variance portfolio selection (English)
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25 July 2018
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applied probability
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behavioural OR
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mean-variance portfolio selection
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probability distortion
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quantile approach,
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