A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C90
@@ Property / Mathematics Subject Classification ID: 90C90 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6582845
@@ Property / zbMATH DE Number: 6582845 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio selection
@@ Property / zbMATH Keywords: portfolio selection / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+second-order stochastic dominance
@@ Property / zbMATH Keywords: second-order stochastic dominance / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk averse investor
@@ Property / zbMATH Keywords: risk averse investor / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk aversion degree
@@ Property / zbMATH Keywords: risk aversion degree / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+efficient portfolio
@@ Property / zbMATH Keywords: efficient portfolio / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+linear programming
@@ Property / zbMATH Keywords: linear programming / rank @@
+Normal rank

Revision as of 18:39, 27 June 2023