Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms
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Publication:4555083
DOI10.1080/14697688.2016.1149611zbMath1402.91698OpenAlexW2294682638MaRDI QIDQ4555083
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Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1149611
Portfolio theory (91G10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
Related Items (3)
An enhanced GRASP approach for the index tracking problem ⋮ The correct formula of 1979 prospect theory for multiple outcomes ⋮ Optimal Portfolio Selection for an Investor with Asymmetric Attitude to Gains and Losses
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Cites Work
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