Portfolio optimization for wealth-dependent risk preferences (Q1958620): Difference between revisions
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Revision as of 20:43, 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)
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4 October 2010
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investor
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risk-averse
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risk-seeking
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portfolio
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nonconvex optimization
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