Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach-Reference-Cited by-同舟云学术

Optimisation of mixed assets portfolio using copula differential evolution: A behavioural approach

Published:2020-01-01 Issue:1 Volume:8 Page:1780838
ISSN:2332-2039
Container-title:Cogent Economics & Finance
language:en
Short-container-title:Cogent Economics & Finance

Author:

Ababio Kofi Agyarko¹,Mba Jules Clement²,Koumba Ur³

Affiliation:

1. PEERC, School of Economics, University of Johannesburg, P. O. Box 524, Auckland Park 2006, South Africa

2. Department of Mathematics and Applied Mathematics, University of Johannesburg, P. O. Box 524, Auckland Park 2006, South Africa

3. Department of Mathematics and Applied Mathematics, University of the Free State, Free State, South Africa

Funder

research

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/23322039.2020.1780838

Reference31 articles.

1. Behavioural Portfolio Selection and Optimisation: Equities versus Cryptocurrencies

2. Parameter-Free Elicitation of Utility and Probability Weighting Functions

3. Andersen, S., Harrison, G. W. & Rutstrom, E. E. (2006). Choice behaviour, asset integration and natural reference points, Technical report, Working Paper 06.

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