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Nico Singer

Essays on Behavioral Portfolio Management : Theory and Application

Universität Rostock, 2011

https://doi.org/10.18453/rosdok_id00000887

Abstract: The aim of this dissertation is the behavioral portfolio selection problem in which risk is measured as the probability of shortfall. Using behavioral elements, such as mental accounting, and emotions and cognition, this dissertation investigates empirical issues related to behavioral asset allocation and theoretical issues related to stochastic linear programming.

doctoral thesis   free access    


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