Portfolio optimisation of international real estate investment trusts market during COVID-19: A behavioural perspective
This paper employs the cumulative prospect theory to investigate how deviation from rational investor asset selection improves portfolio optimisation. Firstly, asset portfolios are constructed by utilising the cumulative prospect theory, which captures investors’ psychology and risk tolerance and is...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-06-01
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| Series: | Scientific African |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S246822762400125X |