.Modeling the selection of the optimal stock portfolio based on the combined approach of clustered value at risk and Mental Accounting

seyedeh farrokh Nikoo; Shahabeddin Shams; Reza Tehrani; Mohsen Seighali

Volume 5, Issue 2 , April 2021, , Pages 70-94

http://dx.doi.org/10.30699/ijf.2021.265185.1187

Abstract
  This paper concentrates on the modelling of optimal stock portfolio selection based on Risk Assessment and Behavioral Financial Approach Mental Accounting and 28 expert’s opinion. In this approach developing the model approved by the opinion of academic and practical experts using quantitative ...  Read More