Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Kofi Agyarko Ababio"'
Publikováno v:
Scientific African, Vol 24, Iss , Pp e02180- (2024)
This paper employs the cumulative prospect theory to investigate how deviation from rational investor asset selection improves portfolio optimisation. Firstly, asset portfolios are constructed by utilising the cumulative prospect theory, which captur
Externí odkaz:
https://doaj.org/article/5a90f1a0d8be426e8c9ed6d31dc78191
Publikováno v:
International Journal of Financial Studies, Vol 10, Iss 2, p 28 (2022)
This paper investigates the robustness of the conventional mean-variance (MV) optimization model by making two adjustments within the MV formulation. First, the portfolio selection based on a behavioral decision-making theory that encapsulates the MV
Externí odkaz:
https://doaj.org/article/798c5203bcd0488a963ac8ab97039e5f
Publikováno v:
Cogent Economics & Finance, Vol 8, Iss 1 (2020)
Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual decision-making problems. In this study, two distinct asset classes (i.e. assets with extremely lower
Externí odkaz:
https://doaj.org/article/b69fe18e7eb84c31ac9266a68910c7ae
Autor:
Ewura Abena Coker, Bright Cephas Nkuah, Sandra Afia Amoanimaah, Joel Baffour Oppong, Opoku Gyamfi, Eugene Ansah, Kofi Agyarko Ababio, David Dotse Wemegah, Lawrence Sheringham Borquaye, Godfred Darko
Publikováno v:
Environmental geochemistry and health.
The dramatic upsurge of artisanal and small-scale gold mining (ASGM) activities in Ghana has resulted in environmental degradation, water pollution and human exposure to mercury-the main hazardous element used in gold extraction. This study evaluated
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7bb7ffd24dc6f27ffefde2330647ccf3
https://pubmed.ncbi.nlm.nih.gov/36449127
https://pubmed.ncbi.nlm.nih.gov/36449127
Publikováno v:
Research in International Business and Finance. 50:54-69
The paper examines market co-movement between pairs of international assets in the time and frequency spectrum. Using the cumulative prospect theory (CPT), twenty-one cryptocurrencies are classified into high and low assets, with three assets from ea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c8c90ff59e87598982b6be380595575
https://doi.org/10.1016/j.ribaf.2019.04.012
https://doi.org/10.1016/j.ribaf.2019.04.012
Autor:
Kofi Agyarko Ababio
Publikováno v:
Journal of African Business. 21:145-168
This paper investigates if real investors other than rational investors could add value to their investment portfolios considering their mentality and psychology. The universe of assets constitutes...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ede5337230e9015f92f5ad4797c743b8
https://doi.org/10.1080/15228916.2019.1625018
https://doi.org/10.1080/15228916.2019.1625018
Publikováno v:
Cogent Economics & Finance, Vol 8, Iss 1 (2020)
Cumulative Prospect Theory (CPT) is rooted in behavioural psychology and has demonstrated to possess sufficient explanatory power for use in actual deci sion-making problems. In this study, two distinct asset classes (i.e. assets with extremely low
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd74a7d1d82c9223045ed70df8203269
https://hdl.handle.net/10419/269930
https://hdl.handle.net/10419/269930
Publikováno v:
Financial Markets and Portfolio Management. 32:311-328
The behavioral approach of decision making has emerged as a diversified solution in the presence of risk and uncertainty. Using the popular cumulative prospect theory as an objective function for portfolio selection, this study implements the classic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0adb358b201610e020f58ee68465b139
https://doi.org/10.1007/s11408-018-0313-8
https://doi.org/10.1007/s11408-018-0313-8
Publikováno v:
Journal of African Business. 19:262-278
This study investigates the role of market sentiment and foreign policy uncertainty in explaining rand price fluctuations using monthly data from 1995M2 to 2017M8. Empirical results from the pair c...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::126d29de9ac49197d321d8ffb6dec156
https://doi.org/10.1080/15228916.2017.1413627
https://doi.org/10.1080/15228916.2017.1413627
Publikováno v:
SSRN Electronic Journal.
This study analyses the risk dependence of international stock portfolio based on three risk metrics, namely, the portfolio expected return, CVaR, and the Sharp ratio. The portfolio is optimised under both multivariate GARCH models (DCC and GO-CARCH)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e8e600e17a2ac3de01d680a6aa1a2c0
https://doi.org/10.2139/ssrn.2856364
https://doi.org/10.2139/ssrn.2856364