Collective mental accounting: an integrated behavioural portfolio selection model for multiple mental accounts

DOI10.1080/14697688.2018.1489138zbMath1420.91428OpenAlexW2887633253MaRDI QIDQ5234291

Abbas Seifi, Akbar Esfahanipour, Omid Momen

Publication date: 26 September 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1489138

zbMATH Keywords

semi-definite programmingshort-sellingbehavioural portfolio selectioncollective mental accounting

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (3)

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 ⋮ Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling

Uses Software

• CVX

Cites Work

• Unnamed Item
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• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• 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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