Review on behavioral economics and behavioral finance
WK Wong - Studies in economics and finance, 2020 - emerald.com
Purpose This paper aims to give a brief review on behavioral economics and behavioral
finance and discusses some of the previous research on agents' utility functions, applicable …
finance and discusses some of the previous research on agents' utility functions, applicable …
A closed-form mean–variance–skewness portfolio strategy
F Zhen, J Chen - Finance Research Letters, 2022 - Elsevier
This paper analyzes portfolio selection problems with multivariate normal-gamma distributed
risky returns. We obtain a partial elliptic cone-shaped mean–variance–skewness (MVS) …
risky returns. We obtain a partial elliptic cone-shaped mean–variance–skewness (MVS) …
[HTML][HTML] Unique closed-form solutions of portfolio selection subject to mean-skewness-normalization constraints
X Lu, Q Liu, F Xue - Operations Research Perspectives, 2019 - Elsevier
This paper originally proposes two unique closed-form solutions, respectively to risky assets
only and a risk-free asset existing situations, of the mean-variance-skewness (MVS) …
only and a risk-free asset existing situations, of the mean-variance-skewness (MVS) …
Um modelo fuzzy para apoio a decisão em investimentos no mercado financeiro
JVP Souza - 2014 - repositorio.ufpe.br
Este trabalho tem por objetivo estabelecer à luz da Teoria da Decisão e da lógica fuzzy
(muito utilizada onde a imprecisão de dados e informações se faz presente) modelos que …
(muito utilizada onde a imprecisão de dados e informações se faz presente) modelos que …