Portfolio optimization for wealth-dependent risk preferences (Q1958620): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10479-009-0592-6 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2032702830 / rank | |||
Normal rank |
Revision as of 19:43, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio optimization for wealth-dependent risk preferences |
scientific article |
Statements
Portfolio optimization for wealth-dependent risk preferences (English)
0 references
4 October 2010
0 references
investor
0 references
risk-averse
0 references
risk-seeking
0 references
portfolio
0 references
nonconvex optimization
0 references