Flexible distribution functions, higher-order preferences and optimal portfolio allocation (Q5234321)
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scientific article; zbMATH DE number 7110443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Flexible distribution functions, higher-order preferences and optimal portfolio allocation |
scientific article; zbMATH DE number 7110443 |
Statements
Flexible distribution functions, higher-order preferences and optimal portfolio allocation (English)
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26 September 2019
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decision analysis
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higher-order moments and preferences
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portfolio choice
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weighted generalized beta of the second kind
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