dc.contributor.author | Golosnoy, Vasyl | de |
dc.contributor.author | Okhrin, Yarema | de |
dc.date.accessioned | 2011-08-15T02:57:00Z | de |
dc.date.accessioned | 2012-08-30T06:50:32Z | |
dc.date.available | 2012-08-30T06:50:32Z | |
dc.date.issued | 2008 | de |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/26307 | |
dc.description.abstract | Often a portfolio investor can hardly imagine all states of nature relevant to his investment problem, causing general uncertainty concerning an asset allocation model. We quantify general uncertainty as the weakness of an investor’s belief in a conventional portfolio procedure, then we develop the case-based decision-making approach for determining the optimal belief degree. The economic effect of the proposed case-based methodology is investigated in the empirical study. The empirical results suggest two successful patterns of case-based decisions that could be linked to the issue of market efficiency. Moreover, our case-based modeling reflects some behavioral phenomena observed on financial markets. | en |
dc.language | en | de |
dc.subject.ddc | Wirtschaft | de |
dc.subject.ddc | Sozialwissenschaften, Soziologie | de |
dc.subject.ddc | Social sciences, sociology, anthropology | en |
dc.subject.ddc | Economics | en |
dc.subject.other | Act similarity; Case-based reasoning; General uncertainty; Model belief degree | |
dc.title | General uncertainty in portfolio selection: a case-based decision approach | en |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | Journal of Economic Behavior & Organization | de |
dc.source.volume | 67 | de |
dc.source.issue | 3-4 | de |
dc.subject.classoz | Erhebungstechniken und Analysetechniken der Sozialwissenschaften | de |
dc.subject.classoz | Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods | en |
dc.subject.classoz | Financial Planning, Accountancy | en |
dc.subject.classoz | Finanzwirtschaft, Rechnungswesen | de |
dc.identifier.urn | urn:nbn:de:0168-ssoar-263070 | de |
dc.date.modified | 2011-08-17T12:02:00Z | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | en |
ssoar.gesis.collection | SOLIS;ADIS | de |
ssoar.contributor.institution | http://www.peerproject.eu/ | de |
internal.status | 3 | de |
dc.type.stock | article | de |
dc.type.document | journal article | en |
dc.type.document | Zeitschriftenartikel | de |
dc.rights.copyright | f | de |
dc.source.pageinfo | 718-734 | |
internal.identifier.classoz | 10105 | |
internal.identifier.classoz | 1090406 | |
internal.identifier.journal | 196 | de |
internal.identifier.document | 32 | |
internal.identifier.ddc | 300 | |
internal.identifier.ddc | 330 | |
dc.identifier.doi | https://doi.org/10.1016/j.jebo.2007.08.004 | de |
dc.subject.methods | empirisch | de |
dc.subject.methods | empirical | en |
dc.description.pubstatus | Postprint | en |
dc.description.pubstatus | Postprint | de |
internal.identifier.licence | 7 | |
internal.identifier.methods | 4 | |
internal.identifier.pubstatus | 2 | |
internal.identifier.review | 1 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |