subject:(Behavioral portfolio theory)

Université Catholique de Louvain

1. Oger, Marie-Odile. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.

Degree: 2016, Université Catholique de Louvain

URL: http://hdl.handle.net/2078.1/thesis:3983

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Over the past decades, assumptions related to modern portfolio theory such as investors‟ rationality, market efficiency and Gaussian returns have been challenged, namely through the… (more)

Subjects/Keywords: Behavioral portfolio theory; Mean-variance theory; Mental Account; Portfolio optimization; Decision making

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APA (6^th Edition):

Oger, M. (2016). Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:3983

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Thesis, Université Catholique de Louvain. Accessed December 06, 2019. http://hdl.handle.net/2078.1/thesis:3983.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Oger, Marie-Odile. “Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework.” 2016. Web. 06 Dec 2019.

Vancouver:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/2078.1/thesis:3983.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Oger M. Behavioral Finance applied to Portfolio theory: An empirical challenge to Markowitz’ framework. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:3983

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo

2. Hunt, Chelsie. Divesting and Re-investing into a Greener Future for Canada.

Degree: 2016, University of Waterloo

URL: http://hdl.handle.net/10012/10598

► Whether Canada chooses to adhere to its responsibilities to meet its climate change targets or not, investors in Canada have a lot to be concerned… (more)

Subjects/Keywords: divestment; socially responsible investing; modern portfolio theory; behavioral theory; green economy

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APA (6^th Edition):

Hunt, C. (2016). Divesting and Re-investing into a Greener Future for Canada. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/10598

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hunt, Chelsie. “Divesting and Re-investing into a Greener Future for Canada.” 2016. Thesis, University of Waterloo. Accessed December 06, 2019. http://hdl.handle.net/10012/10598.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hunt, Chelsie. “Divesting and Re-investing into a Greener Future for Canada.” 2016. Web. 06 Dec 2019.

Vancouver:

Hunt C. Divesting and Re-investing into a Greener Future for Canada. [Internet] [Thesis]. University of Waterloo; 2016. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/10012/10598.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hunt C. Divesting and Re-investing into a Greener Future for Canada. [Thesis]. University of Waterloo; 2016. Available from: http://hdl.handle.net/10012/10598

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

The Ohio State University

3. Pavlic, Theodore P. Optimal Foraging Theory Revisited.

Degree: MS, Electrical Engineering, 2007, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683

► Optimal foraging theory explains adaptation via natural selection through quantitative models. Behaviors that are most likely to be favored by natural selection can be predicted… (more)

Subjects/Keywords: robotics; automation; autonomous vehicles; behavior; behavioral ecology; intelligent control; portfolio theory; modern portfolio theory; MPT; post-modern portfolio theory; PMPT; optimal foraging theory; OFT; optimal diet selection; predator; prey

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APA (6^th Edition):

Pavlic, T. P. (2007). Optimal Foraging Theory Revisited. (Masters Thesis). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683

Chicago Manual of Style (16^th Edition):

Pavlic, Theodore P. “Optimal Foraging Theory Revisited.” 2007. Masters Thesis, The Ohio State University. Accessed December 06, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683.

MLA Handbook (7^th Edition):

Pavlic, Theodore P. “Optimal Foraging Theory Revisited.” 2007. Web. 06 Dec 2019.

Vancouver:

Pavlic TP. Optimal Foraging Theory Revisited. [Internet] [Masters thesis]. The Ohio State University; 2007. [cited 2019 Dec 06]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683.

Council of Science Editors:

Pavlic TP. Optimal Foraging Theory Revisited. [Masters Thesis]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1181936683

Linköping University

4. Melin, Jens. Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm.

Degree: Business Administration, 2011, Linköping University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989

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Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt småbolag genererade högre avkastning än stora bolag under samma period.… (more)

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Bakgrund: Småbolagseffekten påvisades först av Banz (1981) och Reinganum (1981) som kom fram tillatt småbolag genererade högre avkastning än stora bolag under samma period. Effekten syntes även stabil över tiden vilket ej är förenligt med Capital Asset Pricing Model (CAPM) och den effektiva marknadshypotesen (EMH). Syfte: Syftet med denna uppsats är att undersöka om det finns någon påvisbar småbolagseffekt påNasdaq OMX Stockholm och huruvida den i så fall har varit konstant under studieperioden. Vidare syftar studien till att undersöka huruvida relativvärdering av småbolagsaktier framgångsrikt kan användas för att generera överavkastning. Metod: Studien baseras på en kvantitativ metodansats med ett deduktivt angreppssätt. Behövd datasamlas in och sammanställs för att sedan användas för att skapa portföljer som studeras och analyseras baserat på prestation. Slutsats: Studien har ej kunnat påvisa en småbolagseffekt under hela studieperioden. Underhögkonjunktur har dock en småbolagseffekt kunnat påvisas. Vidare har studien kunnat visa att relativvärdering av småbolagsaktier genererar både absolut och riskjusterad överavkastning jämfört med studiens småbolagsportfölj och marknadsindex (AFGX). Så kallade värdebolag, det vill säga bolag med låga värden på P/BV-, P/E- och P/S-talen, är de som genererat högstavkastning.

Background: The small firm-effect was first demonstrated by Banz (1981) and Reinganum (1981) who found that small caps generated higher returns than large companies during the same period. The effect also seemed stable over time, which is not compatible with the Capital Asset Pricing Model (CAPM) and the efficient market hypothesis (EMH). Aim: The purpose of this study is to examine whether there is any evidence of a small firm-effect on Nasdaq OMX Stockholm and whether it in such case has been constant over the study period. Furthermore, the study aims to examine whether relative valuation of small caps can be successfully used to generate excess returns. Methodology: The study is based on a quantitative method with a deductive approach. The required data is collected and compiled and then used to create portfolios which are then studied and analyzed based on their respective performance. Results: The study has not been able to detect a small firm-effect throughout the study period. During the boom, however, a small firm-effect could be detected. Furthermore, this study has shown that relative valuation of small caps generates both absolute and risk adjusted excess returns compared to the market index (AFGX). So called value stocks, companies with low values on the P/BV, P/E and P/S multiples, are the ones that generated the highest returns.

Subjects/Keywords: Small firm-effect; investment strategy; relative valuation; portfolio theory; behavioral finance; Småbolagseffekten; investeringsstrategi; relativvärdering; portföljteori; behavioral finance

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APA (6^th Edition):

Melin, J. (2011). Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Melin, Jens. “Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm.” 2011. Thesis, Linköping University. Accessed December 06, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Melin, Jens. “Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm.” 2011. Web. 06 Dec 2019.

Vancouver:

Melin J. Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm. [Internet] [Thesis]. Linköping University; 2011. [cited 2019 Dec 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Melin J. Småbolagseffekten och investeringsstrategier i småbolagsaktier på Nasdaq OMX Stockholm. [Thesis]. Linköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70989

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

5. Karlsson, Viktor. Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory.

Degree: Business Studies, 2012, Södertörn University

URL: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465

► Previous research has confirmed the existence of a value premium in a wide array of markets and using this value stock anomaly has yielded… (more)

Subjects/Keywords: Behavioural Finance; Capital Asset Pricing Model; Contrarian; Efficient Market Hypothesis; Glamour stocks; Investment Strategy; Market-to-Book-Value; Minimum-Variance; Modern Portfolio Theory; Risk-adjusted performance; Stock screening; Value stocks

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APA (6^th Edition):

Karlsson, V. (2012). Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Karlsson, Viktor. “Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory.” 2012. Thesis, Södertörn University. Accessed December 06, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Karlsson, Viktor. “Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory.” 2012. Web. 06 Dec 2019.

Vancouver:

Karlsson V. Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory. [Internet] [Thesis]. Södertörn University; 2012. [cited 2019 Dec 06]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Karlsson V. Beating the Swedish Market : A dynamic approach to Value Investing using Modern Portfolio Theory. [Thesis]. Södertörn University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-16465

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

The Ohio State University

6. Fisher, Patricia J. Saving behavior of U.S. households: a prospect theory approach.

Degree: PhD, Family Resource Management, 2006, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1155590726

► The main purpose of this dissertation is to explore household saving using a prospect theory approach through the use of the loss aversion model and… (more)

▼ The main purpose of this dissertation is to explore household saving using a prospect theory approach through the use of the loss aversion model and behavioral portfolio theory. The research begins by investigating the effect of having expected per-period income above or below the reference level as well as the effect of uncertainty on the likelihood of saving based on the loss aversion model. The focus then moves to saving motives based on the ideas of behavioral portfolio theory. The direct measure of saving available in the dataset is saving over the previous year. Saving horizon is also investigated since the saving measure is a short-term measure and some regular savers may not have saved during the past year. The dataset used is the 2004 Survey of Consumer Finances. The sample excludes retired U.S. households for a final number of 3,694 households. Having expected per-period income above the reference level increases the likelihood of saving. Having expected per-period income below the reference level is significantly and negatively related to the likelihood of saving, and has a greater effect on the likelihood of saving than having expected per-period income above the reference. The group of uncertainty variables is significant in explaining the likelihood of saving. In contrast to the theories reviewed, most of the uncertainty variables are not found to increase the likelihood of saving. Saving motives and saving horizon are significant in explaining the likelihood of saving. Saving for a foreseeable expense significantly increases the likelihood of saving in both the models with and without interaction terms. Having a motive to save for the education of children or grandchildren significantly decreases the likelihood of saving in the model without interactions, while this variable is not significant when interactions are added. Inclusion of interactions of saving horizon variables with the saving motive variables is found to be significant in explaining the likelihood of saving, indicating that saving motives do differ by saving horizon. Advisors/Committee Members: Montalto, Catherine (Advisor).

Subjects/Keywords: saving behaviors; household saving; prospect theory; behavioral portfolio theory; loss aversion; saving motives; saving horizon

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Fisher, P. J. (2006). Saving behavior of U.S. households: a prospect theory approach. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1155590726

Chicago Manual of Style (16^th Edition):

Fisher, Patricia J. “Saving behavior of U.S. households: a prospect theory approach.” 2006. Doctoral Dissertation, The Ohio State University. Accessed December 06, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1155590726.

MLA Handbook (7^th Edition):

Fisher, Patricia J. “Saving behavior of U.S. households: a prospect theory approach.” 2006. Web. 06 Dec 2019.

Vancouver:

Fisher PJ. Saving behavior of U.S. households: a prospect theory approach. [Internet] [Doctoral dissertation]. The Ohio State University; 2006. [cited 2019 Dec 06]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1155590726.

Council of Science Editors:

Fisher PJ. Saving behavior of U.S. households: a prospect theory approach. [Doctoral Dissertation]. The Ohio State University; 2006. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1155590726

Erasmus University Rotterdam

7. Hendriks, Guus. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.

Degree: 2019, Erasmus University Rotterdam

URL: http://hdl.handle.net/1765/114981

► textabstractMost multinational enterprises (MNEs) pursue growth and aim to expand their international portfolios of operating locations. Often, however, they face important limits to growth. This… (more)

Subjects/Keywords: Multinational enterprises; internationalization; added cultural distance; cross-border acquisitions; country portfolio; international growth; behavioral theory; emerging market multinationals; domestic footprint; recombination

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APA (6^th Edition):

Hendriks, G. (2019). Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. (Doctoral Dissertation). Erasmus University Rotterdam. Retrieved from http://hdl.handle.net/1765/114981

Chicago Manual of Style (16^th Edition):

Hendriks, Guus. “Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.” 2019. Doctoral Dissertation, Erasmus University Rotterdam. Accessed December 06, 2019. http://hdl.handle.net/1765/114981.

MLA Handbook (7^th Edition):

Hendriks, Guus. “Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio.” 2019. Web. 06 Dec 2019.

Vancouver:

Hendriks G. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. [Internet] [Doctoral dissertation]. Erasmus University Rotterdam; 2019. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/1765/114981.

Council of Science Editors:

Hendriks G. Multinational Enterprises and Limits to International Growth: Links between Domestic and Foreign Activities in a Firm’s Portfolio. [Doctoral Dissertation]. Erasmus University Rotterdam; 2019. Available from: http://hdl.handle.net/1765/114981

8. Zervoudi, Evanthia. Prospect theory in portfolio management.

Degree: 2015, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών

URL: http://hdl.handle.net/10442/hedi/36107

► The present thesis focuses on the Prospect Theory (PT) of Kahneman and Tversky (1979), the most popular alternative to the classical Expected Utility Theory (EU).… (more)

▼ The present thesis focuses on the Prospect Theory (PT) of Kahneman and Tversky (1979), the most popular alternative to the classical Expected Utility Theory (EU). In this thesis I study all the basic elements of a Prospect Theory model: the (S-shaped) value function, the loss aversion, the probability distortion and their implications. I also analyze well-known puzzles in the literature such as the equity premium puzzle, the size and the value premium puzzle and I prove that these puzzles are real. I create new behavioral reward-risk models, always in a Prospect Theory framework, and I solve them in order to find the optimal allocations that ensure to Prospect Theory investors the maximum utility at each case. The first important behavioral factor in PT models is the value function. In my study I employ some of the most used value functional forms and I examine if these value functions are adequate to describe the PT investors’ behavior. I go one step further by constructing different type of value functions, employing reward and risk measures related to specific attitudes, in order to use them into behavioral models. Another essential factor that influences PT investors’ decisions is the loss aversion. In this thesis Ι explain how the loss aversion affects agents and Ι examine how the optimal solutions may change when agents are very, moderately, or less loss averse. Ι also incorporate in all my models probability distortion (which is often omitted in behavioral reward-risk models because of its complexity) and I examine how the introduction of the probability distortion may influence investors’ decisions and if this affection is independent by the used probability distortion functional form. I construct several behavioral reward-risk models using different value functional forms combining with several loss aversion indices and in each of these models I introduce probability distortion examining how the results change when objective and subjective probabilities are employed in the model. Finally, I present the results for each of these cases and I analyze how the including behavioral factors interact between each other. Another axis of my thesis is the examination of the equity, size, and value premium puzzles. I contribute to the literature by presenting results that differ from that of Benartzi and Thaler (1995) concerning the equity premium puzzle while I show how the preference of PT investors to positively skewed assets may explain the size and the value premium puzzles. Briefly, I provide new original evidence on the equity premium puzzle in several economic environments, under different economic conditions, varying time horizons where I incorporated many technical elements such as the changing risk aversion and probability distortion. I showed that my optimal solutions (optimal evaluation period of about 5-7 months) are in accordance to the Myopic Loss Aversion (MLA) hypothesis, but different from that of Benartzi and Thaler (annual optimal evaluation period). These solutions are not sensitive to the…

Subjects/Keywords: Θεωρία προοπτικής; Διαχείρηση Χαρτοφυλακίου; Στρέβλωση Πιθανοτήτων; Χρηματοοικονομικός κίνδυνος, Μέτρηση και διαχείριση; Θεωρία αποφάσεων; Οικονομικά συμπεριφοράς; Χρηματοοικονομική μοντελοποίηση; χρηματοικονομικά puzzles; Χρηματοοικονομική, συμπεριφορική; Κίνδυνοι, Αποστροφή στους; Μέτρα κινδύνου κι απόδοσης; Prospect theory; Portfolio management; Probability Distortion; Financial management; Decision theory; Financial modeling; Behavioral Economics; Financial risk measurement and management; financial puzzles; equity premium puzzle; size premium puzzle; value premium puzzle; loss aversion; Risk measures and performance measures

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Zervoudi, E. (2015). Prospect theory in portfolio management. (Thesis). Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Retrieved from http://hdl.handle.net/10442/hedi/36107

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zervoudi, Evanthia. “Prospect theory in portfolio management.” 2015. Thesis, Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών. Accessed December 06, 2019. http://hdl.handle.net/10442/hedi/36107.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zervoudi, Evanthia. “Prospect theory in portfolio management.” 2015. Web. 06 Dec 2019.

Vancouver:

Zervoudi E. Prospect theory in portfolio management. [Internet] [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. [cited 2019 Dec 06]. Available from: http://hdl.handle.net/10442/hedi/36107.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zervoudi E. Prospect theory in portfolio management. [Thesis]. Athens University Economics and Business (AUEB); Οικονομικό Πανεπιστήμιο Αθηνών; 2015. Available from: http://hdl.handle.net/10442/hedi/36107

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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Open Access Theses and Dissertations