11 search results - page 1 / 3 » Continuous-time behavioral portfolio selection |
CDC
2008
IEEE
13 years 12 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
FSKD
2005
Springer
13 years 11 months ago
2005
Springer
The business environment is full of uncertainties. Investing in various asset classes may lower the risk of overall portfolio and increase the potential for greater returns. In thi...
HICSS
2011
IEEE
12 years 9 months ago
2011
IEEE
We investigate the decision process as applied to the practical task of choosing a financial portfolio. We developed PortfolioCompare, an interactive visual analytic decision sup...
ICCS
2005
Springer
13 years 11 months ago
2005
Springer
The investment strategies can be divided into two classes: passive investment strategies and active investment strategies. An index tracking investment strategy belongs to the clas...
FSKD
2006
Springer
13 years 9 months ago
2006
Springer
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...