Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090)
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scientific article; zbMATH DE number 7770148
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Relative Growth Rate Optimization Under Behavioral Criterion |
scientific article; zbMATH DE number 7770148 |
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Relative Growth Rate Optimization Under Behavioral Criterion (English)
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23 November 2023
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behavioral finance
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prospect theory
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growth optimal portfolio
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portfolio selection
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log-return optimal
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quantile optimization
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0.8259846568107605
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0.809134840965271
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0.8021226525306702
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0.8004736304283142
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