Flexible distribution functions, higher-order preferences and optimal portfolio allocation
From MaRDI portal
Publication:5234321
DOI10.1080/14697688.2018.1550264zbMath1420.91429OpenAlexW2908266034WikidataQ128417189 ScholiaQ128417189MaRDI QIDQ5234321
Trino-Manuel Ñíguez, Javier Perote, Ivan Paya, David A. Peel
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/129146/1/Quant_Finance_Full_Paper.pdf
decision analysisportfolio choicehigher-order moments and preferencesweighted generalized beta of the second kind
Related Items (3)
Optimal annuity demand for general expected utility agents ⋮ Further exploration into the valid regions of Gram-Charlier densities ⋮ The valid regions of Gram-Charlier densities with high-order cumulants
Cites Work
This page was built for publication: Flexible distribution functions, higher-order preferences and optimal portfolio allocation