Mean-risk analysis with enhanced behavioral content

DOI10.1016/j.ejor.2014.06.001zbMath1339.91050OpenAlexW2093479969MaRDI QIDQ297400

Philippe Delquié, Alessandra Cillo

Publication date: 27 June 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://econpapers.repec.org/RePEc:igi:igierp:498

zbMATH Keywords

risk analysisstochastic dominanceutility theoryuncertainty modelingconvex risk measures

Mathematics Subject Classification ID

Related Items (5)

Portfolio optimization with disutility-based risk measure ⋮ A second-generation disappointment aversion theory of decision making under risk ⋮ Behavioral mean-variance portfolio selection ⋮ Risk Measures from Risk-Reducing Experiments ⋮ Portfolio selection with robust estimators considering behavioral biases in a causal network

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