Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach
Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual decision-making problems. In this study, two distinct asset classes (i.e. assets with extremely lower or higher CPT values) are classified and pre-selec...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2020-01-01
|
| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23322039.2020.1780838 |