Behavioral Portfolio Management

ArXiv ID: ssrn-2210032 “View on arXiv”

Authors: Unknown

Abstract

Behavioral Portfolio Management (BPM) is presented as a superior way to make investment decisions. Underlying BPM is the dynamic market interplay between Emotio

Keywords: Behavioral Finance, Portfolio Management, Market Dynamics, Investment Strategy, Multi-Asset

Complexity vs Empirical Score

• Math Complexity: 1.5/10
• Empirical Rigor: 2.0/10
• Quadrant: Philosophers
• Why: The paper is primarily a conceptual framework discussing behavioral finance principles and critiques of MPT, lacking advanced mathematical derivations or statistical models, and presents only conceptual evidence rather than backtest-ready data or implementation details.

  flowchart TD
    A["Research Goal: Develop Behavioral Portfolio Management\nBPM as superior investment methodology"] --> B["Methodology: Quantifying Market Dynamics\nSimulating multi-asset interplay"]
    B --> C["Data: Historical Multi-Asset Returns\nBehavioral indicator datasets"]
    C --> D["Computational Process: Dynamic Optimization\nvs Traditional Models"]
    D --> E["Key Outcomes: BPM Outperformance\nRisk-adjusted returns & behavioral alpha"]