Long-term dynamic asset allocation under asymmetric risk preferences

DOI10.1016/J.EJOR.2023.07.038MaRDI QIDQ6090179zbMATH OpenFDO

Authors Vasileios E. Kontosakos, Soosung Hwang, Vasileios Kallinterakis, Athanasios A. Pantelous

Publication date 14 November 2023

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/J.EJOR.2023.07.038

zbMATH Keywords

asset allocationasymmetric risk preferencesdecision analysisparameter uncertaintysimulation study

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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