Variable selection for portfolio choice

Article Abstract:

Reseaerch into asset allocation strategies was conducted with a paradigm in which there is some predictability in the timing of returns. A portfolio management strategy is devised that elucidates the optimal time variations in investment opportunities.

Portfolio management

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Mental accounting, loss aversion, and individual stock returns

Article Abstract:

Research into loss aversion in the stock market focused on investors whose investment strategies are based on either fluctuations of individual stocks or of the entire portfolio. The individual stock method was found to be more successful.

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Discussion

Article Abstract:

A response to Michael Barberis and Ming Huang's 'Mental accounting, loss aversion, and individual stock returns' is presented. The authors have developed valuable new asset pricing modeling paradigms.

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