Estimating investor preferences towards portfolio return distribution in investment funds

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

Authors: Margareta Gardijan, Tihana Škrinjarić 

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
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• 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 (5)

• A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm
• A distribution-free approach to estimating best response values with application to mutual fund performance modeling
• Do fund investors consider asset returns? Substitute relation among investment funds in Korea
• Risk preferences and loss aversion in portfolio optimization
• The effects of errors in means, variances, and correlations on the mean-variance framework

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