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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | The Compensation Portfolio |
| Organization Unit | |
| Authors |
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| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Finance Research Letters |
| Publisher | Elsevier |
| Geographical Reach | international |
| ISSN | 1544-6131 |
| Volume | 27 |
| Page Range | 60 - 64 |
| Date | 2018 |
| Abstract Text | We successfully show that it is possible to optimize both for risk and for asset allocation without compromising the optimization of individual goals by introducing the novel concept of a compensation portfolio. Therefore, we solve for the global vs. local optimization paradox by bridging Modern Portfolio Theory (MPT) and Behavioral Portfolio Theory (BPT). |
| Digital Object Identifier | 10.1016/j.frl.2018.02.023 |
| Other Identification Number | merlin-id:16275 |
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