Take-the-Best in Portfolio Selection-Reference-Cited by-同舟云学术

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Take-the-Best in Portfolio Selection

Published:2013 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Schumann Enrico

Publisher

Elsevier BV

Reference9 articles.

1. Risk reduction and portfolio size: An analytical solution;J Edwin;Journal of Business,1977

2. Betting on one good reason: The Take The Best heuristic;Gerd Gigerenzer;Simple heuristics that make us smart,1999

3. Risk-reward optimisation for long-run investors: an empirical analysis;Manfred Gilli;European Actuarial Journal,2011

4. Sweave: Dynamic generation of statistical reports using literate data analysis;Friedrich Leisch;Compstat 2002 -Proceedings in Computational Statistics,2002

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimization Heuristics: A Tutorial;SSRN Electronic Journal;2018

2. Heuristics for Portfolio Selection;Optimal Financial Decision Making under Uncertainty;2016-10-18

3. The Impact of Covariance Misspecification in Risk-Based Portfolios;SSRN Electronic Journal;2015

4. Accuracy and Precision in Finance;SSRN Electronic Journal;2015

5. Heuristics for Portfolio Selection;SSRN Electronic Journal;2013

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