29. Individual Investor Portfolios

  1. H. Kent Baker and
  2. John R. Nofsinger
  1. Valery Polkovnichenko

Published Online: 29 NOV 2011

DOI: 10.1002/9781118258415.ch29

Behavioral Finance: Investors, Corporations, and Markets

Behavioral Finance: Investors, Corporations, and Markets

How to Cite

Polkovnichenko, V. (2010) Individual Investor Portfolios, in Behavioral Finance: Investors, Corporations, and Markets (eds H. K. Baker and J. R. Nofsinger), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118258415.ch29

Author Information

  1. Assistant Professor of Finance, the University of Texas at Dallas

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 20 SEP 2010

ISBN Information

Print ISBN: 9780470499115

Online ISBN: 9781118258415

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Keywords:

  • portfolio theory;
  • asset allocation decisions across;
  • individual investor portfolios;
  • rank-dependent expected utility;
  • cumulative prospect theory

Summary

This chapter contains sections titled:

  • Introduction

  • Stock Market Participation and Portfolio Diversification: Empirical Evidence

  • How Large Are the Observed Inefficiencies in Portfolio Diversification?

  • Rank-Dependent Preferences and Portfolio Choice

  • Summary and Conclusions

  • Discussion Questions

  • About the Author