Estimating investor preferences towards portfolio return distribution in investment funds

DOI10.17535/CRORR.2015.0001zbMATH Open1357.91038OpenAlexW2107115168MaRDI QIDQ2966433FDOQ2966433

Tihana Škrinjarić, Margareta Gardijan

Publication date: 7 March 2017

Published in: Croatian operational research review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17535/crorr.2015.0001

Recommendations

• Aggregation of preferences for skewed asset returns
• Estimating the intensity of choice in a dynamic mutual fund allocation decision
• Approximating the optimum portfolio for an investor with particular preferences
• The Effects of Shifts in a Return Distribution on Optimal Portfolios
• Portfolio allocation and asset demand with mean-variance preferences
• Portfolio selection with stable distributed returns
• ON THE SHAPE OF ASSET RETURN DISTRIBUTION
• Dynamic preferences for popular investment strategies in pension funds

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (2)

• A distribution-free approach to estimating best response values with application to mutual fund performance modeling
• Risk preferences and loss aversion in portfolio optimization

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