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Finance Research Letters
Article . 2018 . Peer-reviewed
License: Elsevier TDM
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image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
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Article . 2018
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https://dx.doi.org/10.1016/j.f...
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The compensation portfolio

descriptionPublicationkeyboard_double_arrow_right Article 01 Dec 2018 English Publisher:Elsevier BVJournal:Finance Research Letters, volume 27, pages 60-64 (issn: 1544-6123, Copyright policy )
Authors: Rohner, Philippe; Uhl, Matthias W;

doi: 10.1016/j.frl.2018.02.023

The compensation portfolio

Abstract

Abstract We successfully show that it is possible to optimize both for risk and for asset allocation without compromising the optimization of individual goals by introducing the novel concept of a compensation portfolio. Therefore, we solve for the global vs. local optimization paradox by bridging Modern Portfolio Theory (MPT) and Behavioral Portfolio Theory (BPT).

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Keywords

2003 Finance, 10003 Department of Finance, 330 Economics

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
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