PORTFOLIO CHOICE VIA QUANTILES (Q3084597): Difference between revisions
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Revision as of 20:28, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO CHOICE VIA QUANTILES |
scientific article |
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PORTFOLIO CHOICE VIA QUANTILES (English)
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25 March 2011
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continuous-time market model
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portfolio choice
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quantile function
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law invariant measure
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probability distortion
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utility maximization
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Yaari's dual theory
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goal reaching
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mutual fund theorem
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