Articles with "portfolio dynamic" as a keyword



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Multi-period portfolio with a dynamic reference point considering disappointment feelings

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Published in 2021 at "Journal of the Operational Research Society"

DOI: 10.1080/01605682.2021.1892463

Abstract: Reference dependence, disappointment feelings and risk aversion are three important behavioural characteristics; the main concern of this paper is their influence (especially that of reference depe... read more here.

Keywords: multi period; reference; portfolio dynamic; period portfolio ... See more keywords