Portfolio Optimization with Mental Accounts

By Sanjiv Ranjan Das, Harry M. Markowitz, J. Scheid, M. Statman. 2010

253 citations recorded by the source corpus.

Subfields: Finance, General Decision Sciences, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/477f215b6d2f0f97bfbee973ea7eeb5fca82c1b7

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Xun Yu Zhou
2. Xue Dong He
3. Elena Vigna
4. Peter A. Forsyth
5. Nicholas Barberis
6. F. Menoncin
7. Huyen Pham
8. Zuo Quan Xu

In General Decision Sciences

1. Xue Dong He
2. Xun Yu Zhou
3. Nicholas Barberis
4. Elena Vigna
5. F. Menoncin

In Management Science and Operations Research

1. Xue Dong He
2. Xun Yu Zhou
3. Elena Vigna
4. Peter A. Forsyth
5. Nicholas Barberis
6. F. Menoncin
7. Huyen Pham
8. Xiang Lin

Citations in the corpus

• PORTFOLIO CHOICE VIA QUANTILES (2010, background): “Das et al. (2010) consider a single-period portfolio optimization with several separated mental accounts of different objectives.”