Behavior Finance and Estimation Risk in Stochastic Portfolio Optimization
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Other versions of this item:
- Jose Luiz Barros Fernandes & Juan Ignacio Pena & Benjamin Miranda Tabak, 2010. "Behaviour finance and estimation risk in stochastic portfolio optimization," Applied Financial Economics, Taylor & Francis Journals, vol. 20(9), pages 719-738.
References listed on IDEAS
- Davies, G.B. & Satchell, S.E., 2004. "Continuous Cumulative Prospect Theory and Individual Asset Allocation," Cambridge Working Papers in Economics 0467, Faculty of Economics, University of Cambridge.
- Martin Vlcek, 2005. "Portfolio Choice with Loss Aversion, Asymmetric Risk-Taking Behavior and Segregation of Riskless Opportunities," Swiss Finance Institute Research Paper Series 06-27, Swiss Finance Institute, revised Apr 2006.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lect. Aurora Murgea Ph. D, 2010. "Classical Lassical And Behavioural Finance In Investor Decision," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 2(38), pages 1-12, May.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-05 (All new papers)
- NEP-CBE-2009-09-05 (Cognitive & Behavioural Economics)
- NEP-CFN-2009-09-05 (Corporate Finance)
- NEP-UPT-2009-09-05 (Utility Models & Prospect Theory)
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