Portfolio selection with robust estimators considering behavioral biases in a causal network
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Publication:5242358
DOI10.1051/ro/2017056zbMath1426.91254OpenAlexW2736282438MaRDI QIDQ5242358
Omid Momen, Abbas Seifi, Akbar Esfahanipour
Publication date: 6 November 2019
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ro/2017056
conditional value at riskcausal relationshiprobust estimatorbehavioral biasesbehavioral portfolio selection
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