{"id":"https://openalex.org/W3009210992","doi":null,"title":"Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings","display_name":"Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W3009210992","mag":"3009210992"},"language":"en","primary_location":{"id":"pmh:oai:RePEc:cuf:journl:y:2019:v:20:i:2:changyoung","doi":null,"is_oa":false,"landing_page_url":"http://down.aefweb.net/AefArticles/aef200215ChangYoung.pdf","pdf_url":"http://down.aefweb.net/AefArticles/aef200215ChangYoung.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013864840","display_name":"Kuo\u2010Hwa Chang","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Kuo\u2010Hwa Chang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5078795687","display_name":"Michael Nayat Young","orcid":"https://orcid.org/0000-0002-0504-1616","observed_orcids":["https://orcid.org/0000-0002-0504-1616"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Michael Nayat Young","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-0504-1616","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.086,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.86967412,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":96},"biblio":{"volume":"20","issue":"2","first_page":"817","last_page":"845"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.5859000086784363,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.5859000086784363,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.3991999924182892,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.002899999963119626,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.8870000243186951},{"id":"https://openalex.org/keywords/investor-perception","display_name":"investor perception","score":0.7450000047683716},{"id":"https://openalex.org/keywords/probability-weighting","display_name":"probability weighting","score":0.9419999718666077},{"id":"https://openalex.org/keywords/irrational-investor-behavior","display_name":"investor irrationality","score":0.8309999704360962},{"id":"https://openalex.org/keywords/stock-price-fluctuations","display_name":"stock price fluctuations","score":0.5569999814033508},{"id":"https://openalex.org/keywords/market-trends","display_name":"market trends","score":0.44699999690055847},{"id":"https://openalex.org/keywords/scenario-optimization","display_name":"scenario-based optimization","score":0.7900000214576721},{"id":"https://openalex.org/keywords/mixed-integer-programming","display_name":"mixed integer programming","score":0.9589999914169312}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6472597122192383},{"id":"https://openalex.org/C109574028","wikidata":"https://www.wikidata.org/wiki/Q647525","display_name":"Behavioral economics","level":2,"score":0.6403281688690186},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6121824383735657},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5572416186332703},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.557240903377533},{"id":"https://openalex.org/C94931360","wikidata":"https://www.wikidata.org/wiki/Q607728","display_name":"Irrational number","level":2,"score":0.46068432927131653},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.45743659138679504},{"id":"https://openalex.org/C26760741","wikidata":"https://www.wikidata.org/wiki/Q160402","display_name":"Perception","level":2,"score":0.4561369717121124},{"id":"https://openalex.org/C2992558192","wikidata":"https://www.wikidata.org/wiki/Q647525","display_name":"Investor behavior","level":3,"score":0.4464513659477234},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43480953574180603},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.393989622592926},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.12808066606521606},{"id":"https://openalex.org/C15744967","wikidata":"https://www.wikidata.org/wiki/Q9418","display_name":"Psychology","level":0,"score":0.08949506282806396},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C2777267654","wikidata":"https://www.wikidata.org/wiki/Q3519023","display_name":"Test (biology)","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C169760540","wikidata":"https://www.wikidata.org/wiki/Q207011","display_name":"Neuroscience","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:oai:RePEc:cuf:journl:y:2019:v:20:i:2:changyoung","doi":null,"is_oa":false,"landing_page_url":"http://down.aefweb.net/AefArticles/aef200215ChangYoung.pdf","pdf_url":"http://down.aefweb.net/AefArticles/aef200215ChangYoung.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"mag:3009210992","doi":null,"is_oa":false,"landing_page_url":"https://EconPapers.repec.org/RePEc:cuf:journl:y:2019:v:20:i:2:changyoung","pdf_url":null,"source":{"id":"https://openalex.org/S168680943","display_name":"Annals of economics and finance","issn_l":"1529-7373","issn":["1529-7373"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-c","anvur-scientific","cwts-core","jufo-1","norway-1","poland-40","russia-white-list-3"],"host_organization":"https://openalex.org/P4310311934","host_organization_name":"Peking University Press","host_organization_lineage":["https://openalex.org/P4310311934","https://openalex.org/P4310311949"],"host_organization_lineage_names":["Peking University Press","Peking University"],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of economics and finance","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W1573257242","https://openalex.org/W1576367151","https://openalex.org/W1674810554","https://openalex.org/W1965645085","https://openalex.org/W1981525395","https://openalex.org/W1981541739","https://openalex.org/W1995468912","https://openalex.org/W1997165835","https://openalex.org/W2008631479","https://openalex.org/W2009957539","https://openalex.org/W2012795540","https://openalex.org/W2016228496","https://openalex.org/W2016377072","https://openalex.org/W2019025561","https://openalex.org/W2023857131","https://openalex.org/W2029806599","https://openalex.org/W2041946752","https://openalex.org/W2058289161","https://openalex.org/W2073582357","https://openalex.org/W2075204813","https://openalex.org/W2079853913","https://openalex.org/W2082592367","https://openalex.org/W2086289240","https://openalex.org/W2088464787","https://openalex.org/W2091874428","https://openalex.org/W2106798814","https://openalex.org/W2133469585","https://openalex.org/W2137428051","https://openalex.org/W2138053063","https://openalex.org/W2140601864","https://openalex.org/W2144487825","https://openalex.org/W2157323155","https://openalex.org/W2166558062","https://openalex.org/W2712733770","https://openalex.org/W2889881145","https://openalex.org/W3121422576","https://openalex.org/W3121514991","https://openalex.org/W3121976141","https://openalex.org/W3122260906","https://openalex.org/W3122680622","https://openalex.org/W3122890729","https://openalex.org/W3124023934","https://openalex.org/W3125388642"],"related_works":["https://openalex.org/W4309119272","https://openalex.org/W2884122331","https://openalex.org/W3158410018","https://openalex.org/W7213286360","https://openalex.org/W2969944540","https://openalex.org/W1986069620","https://openalex.org/W4415016865","https://openalex.org/W3124333130","https://openalex.org/W7128537729","https://openalex.org/W4412475871"],"abstract_inverted_index":{"Having":[0],"traceable":[1],"stock":[2],"price":[3,24],"movements":[4],"and":[5,40,90],"predictable":[6],"market":[7,49,60],"trends":[8],"can":[9],"always":[10],"benefit":[11],"investors.":[12],"Considering":[13,42],"specific":[14],"irrational":[15],"investor":[16,45,53],"behaviors":[17],"that":[18,95],"may":[19],"collectively":[20],"affect":[21],"a":[22,75,84],"stock's":[23],"movement,":[25],"we":[26,51,92],"identified":[27],"the":[28,63,69,98],"cause-and-effect":[29],"return":[30],"patterns":[31],"of":[32,72],"affected":[33],"stocks":[34],"(behavioral-stocks)":[35],"with":[36,68,83],"their":[37],"corresponding":[38],"time-to-effects":[39],"likelihood-of-effects.":[41],"different":[43],"individual":[44],"perceptions":[46,54],"on":[47,58,88],"future":[48,59],"performances,":[50,61],"transformed":[52],"into":[55],"probability":[56],"weights":[57,64],"wherein":[62],"are":[65],"also":[66],"consistent":[67],"estimated":[70],"likelihood-of-effects":[71],"behavioral-stocks.":[73],"Utilizing":[74],"scenario-based":[76],"mixed-integer":[77],"behavioral-stocks":[78],"portfolio":[79],"optimization":[80],"program":[81],"embedded":[82],"new":[85],"two-dimensional":[86],"weightings":[87],"scenarios":[89],"behavioral-stocks,":[91],"obtained":[93],"portfolios":[94],"statistically":[96],"outperform":[97],"market.":[99]},"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2020-03-13T00:00:00"}
