Behavioral portfolio selection and optimization: an application to international stocks
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More about this item
KeywordsPortfolio selection; Cumulative prospect theory; Pair copula;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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