Variable selection for portfolio choice
Article Abstract:
Reseaerch into asset allocation strategies was conducted with a paradigm in which there is some predictability in the timing of returns. A portfolio management strategy is devised that elucidates the optimal time variations in investment opportunities.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Mental accounting, loss aversion, and individual stock returns
Article Abstract:
Research into loss aversion in the stock market focused on investors whose investment strategies are based on either fluctuations of individual stocks or of the entire portfolio. The individual stock method was found to be more successful.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
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Discussion
Article Abstract:
A response to Michael Barberis and Ming Huang's 'Mental accounting, loss aversion, and individual stock returns' is presented. The authors have developed valuable new asset pricing modeling paradigms.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2001
User Contributions:
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