Portfolio optimization under loss aversion (Q322671): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6636136 / rank | |||
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| Property / zbMATH Keywords | |||
portfolio optimization | |||
| Property / zbMATH Keywords: portfolio optimization / rank | |||
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loss aversion | |||
| Property / zbMATH Keywords: loss aversion / rank | |||
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mean-risk model | |||
| Property / zbMATH Keywords: mean-risk model / rank | |||
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utility functions | |||
| Property / zbMATH Keywords: utility functions / rank | |||
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Revision as of 02:18, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization under loss aversion |
scientific article |
Statements
Portfolio optimization under loss aversion (English)
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7 October 2016
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portfolio optimization
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loss aversion
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mean-risk model
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utility functions
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