Options and structured products in behavioral portfolios

DOI10.1016/j.jedc.2012.07.004zbMath1345.91069OpenAlexW1981525395MaRDI QIDQ315606

Meir Statman, Sanjiv Ranjan Das

Publication date: 22 September 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2012.07.004

zbMATH Keywords

optionsbehavioral portfoliosstructured products

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Related Items (7)

Optimal portfolio positioning within generalized Johnson distributions ⋮ Transparent structured products for retail investors ⋮ On the optimality of path-dependent structured funds: the cost of standardization ⋮ Markowitz with regret ⋮ Diversification with options and structured products ⋮ Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts ⋮ Portfolio selection with robust estimators considering behavioral biases in a causal network

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