
Risk measure optimization: Perceived risk and overconfidence of structured product investors
Author(s) -
Xi Chen,
Zongrun Wang,
Songhai Deng,
Yong Fang
Publication year - 2017
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2018105
Subject(s) - overconfidence effect , actuarial science , financial risk , asset (computer security) , variance (accounting) , econometrics , measure (data warehouse) , risk measure , dynamic risk measure , risk perception , financial market , perception , economics , financial economics , finance , psychology , computer science , accounting , social psychology , portfolio , computer security , database , neuroscience