Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068)
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scientific article; zbMATH DE number 7157435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with skewness preference and wealth-dependent risk aversion |
scientific article; zbMATH DE number 7157435 |
Statements
Portfolio choice with skewness preference and wealth-dependent risk aversion (English)
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24 January 2020
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dynamic asset allocation
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mean-variance-skewness preference
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time inconsistency
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skewness seeking
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