A statistical analysis of investor preferences for portfolio selection
Doron Nisani, Amit Shelef
| Year of publication: |
2021
|
|---|---|
| Authors: | Nisani, Doron ; Shelef, Amit |
| Subject: | Investment management | Expected utility model | Stochastic dominance rules | Marginal conditions for stochastic dominance | Lorenz curves | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process | Lorenz-Kurve | Lorenz curve | Präferenztheorie | Theory of preferences | CAPM |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01947-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012622344