Behavioural perspectives in forex portfolio value analysis

Behavioural perspectives in forex portfolio value analysis

This paper combines Cumulative Prospect Theory (CPT) and the Grey Clustering Algorithm (GCA) to guide the optimization of forex portfolio selection. The United States Dollar (USD) against a universe of 84 other currencies was used for portfolio value analysis using the Differential Evolution Algorit...

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Bibliographic Details
Main Authors:	Kofi Agyarko Ababio, Necati Alp Erilli, Eric Nkansah, Jules Clement Mba
Format:	Article
Language:	English
Published:	Taylor & Francis Group 2025-12-01
Series:	Cogent Economics & Finance
Subjects:	Behavioural finance cumulative prospect theory decision-making forex finance portfolio
Online Access:	https://www.tandfonline.com/doi/10.1080/23322039.2025.2494135
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