Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors

Jia Wang; MengChu Zhou; Xiwang Guo; Liang Qi

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Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors

机译：考虑投资者动态厌恶行为的多期资产配置

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摘要

In order to study the effect of loss aversion behavior on multiperiod investment decisions, we first introduce some psychological characteristics of dynamic loss aversion and then construct a multiperiod portfolio model by considering a conditional value-

机译：为了研究损失厌恶行为对多期投资决策的影响，我们首先介绍动态损失厌恶的一些心理特征，然后考虑条件价值，构建多期投资组合模型。

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来源
《Computational Social Systems, IEEE Transactions on》 |2019年第1期|73-81|共9页
作者
Jia Wang; MengChu Zhou; Xiwang Guo; Liang Qi;
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作者单位

School of Economics Northeastern University at Qinhuangdao Qinhuangdao China;

Department of Electrical and Computer Engineering New Jersey Institute of Technology Newark NJ USA;

Department of Electrical and Computer Engineering New Jersey Institute;

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原文格式 PDF
正文语种 eng
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关键词
Investment; Portfolios; Resource management; Genetic algorithms; Psychology; Economics; Dynamic scheduling;

机译：投资;投资组合;资源管理;遗传算法;心理学;经济学;动态排程;

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3. Loss Aversion, Adaptive Beliefs, and Asset Pricing Dynamics [J] . Kamal SamySelim, AhmedOkasha, Heba M.Ezzat Advances in decision sciences . 2015,第6期

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4. Agent-Based Modeling and Investors' Behavior Explanation of Asset Price Dynamics on Artificial Financial Markets [C] . Yosra Mefteh Rekik, Wafik Hachicha, Younes Bouj elbene Tunisian Society for Financial Studies (TSFS) Finance Conference . 2014

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7. Investors Facing Risk: Loss Aversion and Wealth Allocation Between Risky and Risk-Free Assets [O] . Rengifo, Erick W., Trifan, Emanuela 2007

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Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors

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