Cover Image

Behavioral investment management : an efficient alternative to modern portfolio theory /

Bibliographic Details
Main Author: Davies, Greg
Other Authors: Servigny, Arnaud de
Format: Book
Language:English
Published: New York : McGraw-Hill, [2012]
Subjects:
Portfolio management.
Asset allocation.
Table of Contents:
  • Questioning the current investment paradigm
  • Individual investor preferences and behavior / with Peter Brooks and Daniel Egan
  • Modern portfolio theory / with Ricardo Feced
  • How well does modern portfolio theory work in practice? / with Pierre Dangauthier and Prosper Dovonon
  • "Behavioralizing" risk/return optimization / with Shweta Agarwal
  • Representing asset return dynamics in an uncertain environment
  • Combining behavioral preferences with dynamic risk/return expectations
  • Portfolio optimization for the anxious investor
  • The impact of behavioral investment management on wealth and pension management.