Optimal portfolio under state-dependent expected utility (Q4565071)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal portfolio under state-dependent expected utility |
scientific article; zbMATH DE number 6882228
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal portfolio under state-dependent expected utility |
scientific article; zbMATH DE number 6882228 |
Statements
OPTIMAL PORTFOLIO UNDER STATE-DEPENDENT EXPECTED UTILITY (English)
0 references
7 June 2018
0 references
optimal portfolio choice
0 references
state-dependent utility
0 references
cost-efficiency
0 references
portfolio theory
0 references
expected utility theory
0 references
loss aversion
0 references
prospect theory
0 references
0 references
0.8452214002609253
0 references
0.8224095106124878
0 references
0.7946275472640991
0 references
0.7897160053253174
0 references
0.7761245965957642
0 references
