Portfolio optimization under loss aversion (Q322671)
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scientific article; zbMATH DE number 6636136
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| default for all languages | No label defined |
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| English | Portfolio optimization under loss aversion |
scientific article; zbMATH DE number 6636136 |
Statements
Portfolio optimization under loss aversion (English)
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7 October 2016
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portfolio optimization
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loss aversion
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mean-risk model
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utility functions
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0.8230636715888977
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0.8009346127510071
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0.8001872897148132
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0.7883356213569641
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0.7818275690078735
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