Combining standard and behavioral portfolio theories: a practical and intuitive approach

Alexandre Alles Rodrigues and Sebastien Lleo

Quantitative Finance, 2018, vol. 18, issue 5, 707-717

Abstract: A fully implementable portfolio model combining mental accounting and Black-Litterman to accommodate views on expected returns with multiple attitudes to risk

Date: 2018
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DOI: 10.1080/14697688.2017.1401225

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