TY  - BOOK
AU  - Singer, Nico
PY  - 2011
DA  - 2011//
TI  - Essays on behavioral portfolio management: theory and application
KW  - Portfolio-Management
KW  - Anlageverhalten
KW  - Verhaltensökonomik
KW  - Mathematische Optimierung
KW  - Stochastischer Prozess
KW  - Theorie
AB  - 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.
UR  - http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2011-0116-6
UR  - http://rosdok.uni-rostock.de/resolve?urn=urn:nbn:de:gbv:28-diss2011-0116-6&pdf
UR  - http://nbn-resolving.de/urn:nbn:de:gbv:28-diss2011-0116-6
LA  - English
N1  - vorgelegt von Nico Singer
ID  - 730242471
ER  -