Multiperiod Asset Allocation Considering Dynamic Loss Aversion Behavior of Investors

Keyphrases

• Investor Behavior 100%
• Loss Aversion 100%
• Multi-period Asset Allocation 100%
• Aversion Behavior 100%
• Dynamic Loss Aversion 100%
• At-risk 66%
• Conditional Value 66%
• Investment Performance 66%
• Search Methods 33%
• High Gain 33%
• Portfolio Model 33%
• Hybrid Genetic Algorithm 33%
• Initial Loss 33%
• Risk Aversion 33%
• Investment Decisions 33%
• Risk Degree 33%
• Variable Neighborhood Search 33%
• Psychological Characteristics 33%
• Multi-period Investment 33%
• Optimal Asset Allocation 33%
• Multi-period Portfolio 33%
• Rational Investor 33%
• Asset Investment 33%
• Large Loss 33%
• Multi-period Model 33%

Computer Science

• Value at Risk 100%
• Asset Allocation 100%
• hybrid genetic algorithm 50%
• Variable Neighborhood Search 50%
• Reference Point 50%
• Risk Constraint 50%
• Loss Aversion Coefficient 50%

Economics, Econometrics and Finance

• Investors 100%
• Portfolio Selection 100%
• Metaheuristics 25%
• Genetic Algorithm 25%
• Wealth 25%
• Investment Decision 25%