基于行为偏差的投资组合优化模型研究

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摘要本文利用效用最大化投资原理,提出了将行为偏差作为投资组合的影响因子,构建新的投资组合优化模型。基于展望理论下的行为偏差,利用构建的概率函数进行模型化,融入到效用最大化投资组合模型中,最终达到不同行为偏差下效用函数的最大化。

作者陈亦然

机构地区华南师范大学经济与管理学院

出处《中国集体经济》 2014年第10期46-47,共2页 China Collective Economy

关键词行为偏差效用函数展望理论

参考文献3

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中国集体经济

2014年第10期

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