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...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
|
| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2025.2494135 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!