A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005): Difference between revisions
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Revision as of 23:55, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new rank dependent utility approach to model risk averse preferences in portfolio optimization |
scientific article |
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A new rank dependent utility approach to model risk averse preferences in portfolio optimization (English)
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19 May 2016
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portfolio selection
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second-order stochastic dominance
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risk averse investor
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risk aversion degree
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efficient portfolio
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linear programming
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