DC FieldValueLanguage
dc.contributor.authorLoukeris, Nikolaos-
dc.contributor.authorEleftheriadis, Iordanis-
dc.contributor.authorBekiros, Stelios-
dc.date.accessioned2024-04-22T10:24:18Z-
dc.date.available2024-04-22T10:24:18Z-
dc.date.issued2017-01-01-
dc.identifierscopus-85048273934-
dc.identifier.issn2164-5760-
dc.identifier.issn2164-5744-
dc.identifier.other85048273934-
dc.identifier.urihttps://uniwacris.uniwa.gr/handle/3000/2194-
dc.description.abstractWe incorporate advanced higher moments of individual or institutional investors in a new approach dealing with the portfolio selection problem, formulated under a multi-criteria optimization framework. The "integrated portfolio intelligence" model extracts hidden patterns out of company fundamental indices and filters out effects such as trader noise or fraud utilizing advanced big data machine learning modeling. One of the main advantages of this novel system aside from providing with computer-efficient algorithmic optimality and predictive out performance is that it detects and extracts hidden trader behavioral patterns and firm investment "styles" from the data sets of large-scale institutional portfolios, which ultimately leads to the aversion and protection of extensive market manipulation and speculation.en_US
dc.language.isoenen_US
dc.relation.ispartofCritical Finance Reviewen_US
dc.subjectBehavioral decision makingen_US
dc.subjectComputational problemsen_US
dc.subjectFinancial econometricsen_US
dc.subjectFinancial marketsen_US
dc.subjectFinancial marketsen_US
dc.subjectPortfolio theoryen_US
dc.subjectGenetic evolutionen_US
dc.subjectInformation systems economicsen_US
dc.subjectTrading systemsen_US
dc.subjectSupport vector machinesen_US
dc.subjectUtility preferenceen_US
dc.titlePortfolio optimization with investor utility preference of higher-order moments: a behavioral approachen_US
dc.typeArticleen_US
dc.identifier.doi10.1561/105.00000060en_US
dc.identifier.scopus2-s2.0-85048273934-
dcterms.accessRights0en_US
dc.relation.deptDepartment of Business Administrationen_US
dc.relation.facultySchool of Administrative, Economics and Social Sciencesen_US
dc.relation.volume4en_US
dc.relation.issue2en_US
dc.identifier.spage83en_US
dc.identifier.epage106en_US
dc.collaborationUniversity of West Attica (UNIWA)en_US
dc.subject.fieldSocial Sciencesen_US
dc.journalsSubscriptionen_US
dc.publicationPeer Revieweden_US
dc.countryGreeceen_US
local.metadatastatusverifieden_US
item.cerifentitytypePublications-
item.languageiso639-1en-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextNo Fulltext-
item.grantfulltextnone-
crisitem.author.deptDepartment of Business Administration-
crisitem.author.facultySchool of Administrative, Economics and Social Sciences-
crisitem.author.orcid0000-0002-1891-8245-
crisitem.author.parentorgSchool of Administrative, Economics and Social Sciences-
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