A Behavioral Decision Analysis Model about Stock Portfolio

摘要：

This article researches investors’behavioral variables’effect to stock portfcllio decision,which is according to the analytical model of Behavioral Decision Theory and under utility maximization analytical framework in portfolio research,to give a more practical stock portfolio selection model．First,we need to express behavioral variables by using math language； then determine the subjective rate of return； third,make them introduced to the investors’utility function；at last,we can get every weight of every stock in portfolio.

关键词： stock investment portfolio behavioral decision subjective rate of return

作者: XU Xusong SONG Qi MA Lili

作者单位: School of Economics and Management,Wuhan University,Wuhan P.R.China,430072

会议类型: 国际会议

会议名称: The First International Conference on Complexity Science Management(2010 计算机与软件建模国际会议 ICCSM2010)

会议地点: 武汉

会议语种:英文

页码: 03-07

在线出版日期: 2010-10-22（万方平台首次上网日期，不代表论文的发表时间）