On the strategic behavior of large investors: A mean-variance portfolio approach.
Marcelo J. VillenaLorenzo ReusPublished in: Eur. J. Oper. Res. (2016)
Keyphrases
- portfolio selection
- portfolio management
- portfolio optimization
- investment strategies
- stock market
- financial markets
- case study
- asset allocation
- decision making
- sharpe ratio
- behavior analysis
- multi objective
- efficient frontier
- factor analysis
- behavior patterns
- real world
- risk management
- human behavior
- utility function
- knowledge management
- information systems
- social networks