Smoothed safety first and the holding of assets (Q5746751): Difference between revisions
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Property / cites work: Myopic Loss Aversion and the Equity Premium Puzzle / rank | |||
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Property / cites work: Generalized Safety First and a New Twist on Portfolio Performance / rank | |||
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Latest revision as of 07:54, 7 July 2024
scientific article; zbMATH DE number 6256467
Language | Label | Description | Also known as |
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English | Smoothed safety first and the holding of assets |
scientific article; zbMATH DE number 6256467 |
Statements
Smoothed safety first and the holding of assets (English)
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8 February 2014
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nonparametric portfolio selection rule
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Heaviside function
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Monte Carlo simulation
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