A note on portfolio choice and behavioral finance: Some food for thought (notice n° 100078)
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| fixed length control field | 01263cam a2200217 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250112004427.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pfiffelmann, Marie |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | A note on portfolio choice and behavioral finance: Some food for thought |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2021.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 5 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | In this note, we invite the reader to think about behavioral portfolio choice as a deviation from the standard Markowitz problem. The deviation has three origins; 1) the objective function to be maximized, 2) the probability measure under which prices and returns are characterized, and finally 3) the domain over which the optimization problem is solved. We then provide an illustration, from the Behavioral Portfolio Theory (BPT) of Shefrin and Statman (2000) to a set of relevant portfolio performance measures in a behavioral framework. JEL Classification: G40, G41. |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | Behavioral portfolio choice |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | probability distortion |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | behavioral biases |
| 690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN) | |
| Topical term or geographic name as entry element | mental accounting |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Roger, Patrick |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Bankers, Markets & Investors | 164 | 1 | 2021-03-08 | p. 48-60 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/revue-bankers-markets-et-investors-2021-1-page-48?lang=en">https://shs.cairn.info/revue-bankers-markets-et-investors-2021-1-page-48?lang=en</a> |
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