Behavioral mean-variance portfolio selection
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Publication:724154
DOI10.1016/j.ejor.2018.05.065zbMath1403.91305OpenAlexW2806251709WikidataQ129737933 ScholiaQ129737933MaRDI QIDQ724154
Hanqing Jin, Jun-na Bi, Qing-bin Meng
Publication date: 25 July 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://ora.ox.ac.uk/objects/uuid:c6e8d8a1-5fde-40a3-9a7e-6f00a7ce4837
applied probabilitybehavioural ORmean-variance portfolio selectionprobability distortionquantile approach,
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