Olga Bourachnikova

University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)

61 Avenue de la ForĂȘt Noire

F-67085 Strasbourg Cedex

France

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When Behavioral Portfolio Theory Meets Markowitz Theory

Economic Modelling 53, February 2016
Number of pages: 48 Posted: 05 Oct 2013 Last Revised: 24 Jul 2019
Marie Pfiffelmann, Tristan Roger and Olga Bourachnikova
EM Strasbourg.University of Strasbourg. LARGE, Université Paris-Dauphine, PSL Research University and University of Strasbourg - LaRGE Research Center (Laboratoire de Recherche en Gestion et Economie)
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Abstract:

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Behavioral Portfolio Theory, Mean Variance Theory, Portfolio optimization, Decision making