A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-014-1761-9 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10479-014-1761-9 / rank | |||
Normal rank | |||
Revision as of 13:23, 9 December 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 |
Statements
A new rank dependent utility approach to model risk averse preferences in portfolio optimization (English)
0 references
19 May 2016
0 references
portfolio selection
0 references
second-order stochastic dominance
0 references
risk averse investor
0 references
risk aversion degree
0 references
efficient portfolio
0 references
linear programming
0 references
0 references
0 references
0 references
