Portfolio Selection, Periodic Evaluations and Risk Taking

DOI10.1287/opre.2021.0780MaRDI QIDQ6196747

Alex S. L. Tse, Harry Zheng

Publication date: 15 March 2024

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10044/1/105076

zbMATH Keywords

portfolio selectionagencyincentiveS-shaped utilityperiodic evaluation

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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