Preference Based Portfolio for Private Investors: Discrete Choice Analysis Approach

Preference Based Portfolio for Private Investors: Discrete Choice Analysis Approach

Behavioral finance literature shows that in addition to Markowitz’s rate of return and risk, private investors consider various other stock features. This paper discusses the problem of determining investors’ preferences for portfolio selection criteria, as well as the problem of...

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Bibliographic Details
Main Authors: Marija Kuzmanovic, Dragana Makajic-Nikolic, Nebojsa Nikolic
Format: Article
Language:English
Published: MDPI AG 2019-12-01
Series:Mathematics
Subjects:
behavioral portfolio theory
private investors
preferences
discrete choice analysis
mean–variance efficiency
segments
Online Access:https://www.mdpi.com/2227-7390/8/1/30

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