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http://bura.brunel.ac.uk/handle/2438/12131| Title: | Prospect theory-based portfolio optimisation: An empirical study and analysis using intelligent algorithms |
| Authors: | Grishina, N Lucas, CA Date, P |
| Keywords: | portfolio optimisation;behavioural nuance;prospect theory;index tracking;risk modelling |
| Issue Date: | 2016 |
| Publisher: | Taylor & Francis (Routledge) |
| Citation: | N. Grishina, C. A. Lucas & P. Date (2017) Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms, Quantitative Finance, 17:3, 353-367, DOI: 10.1080/14697688.2016.1149611 |
| URI: | https://www.tandfonline.com/doi/full/10.1080/14697688.2016.1149611 https://bura.brunel.ac.uk/handle/2438/12131 |
| DOI: | https://doi.org/10.1080/14697688.2016.1149611 |
| ISSN: | 1469-7696 |
| Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Fulltext.pdf | 420.73 kB | Adobe PDF | View/Open |
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