OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (Q4565071)
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scientific article; zbMATH DE number 6882228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY |
scientific article; zbMATH DE number 6882228 |
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OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (English)
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7 June 2018
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optimal portfolio choice
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state-dependent utility
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cost-efficiency
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portfolio theory
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expected utility theory
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loss aversion
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prospect theory
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