A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities
Zongxia Liang, Yang Liu, Ming Ma and Rahul Pothi Vinoth
| Year of publication: |
2024
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|---|---|
| Authors: | Liang, Zongxia ; Liu, Yang ; Ma, Ming ; Vinoth, Rahul Pothi |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 2, p. 281-303
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| Subject: | Asymptotic analysis | Empirical study | Non-differentiability | Portfolio selection | Utility theory | Portfolio-Management | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Nutzentheorie | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2300664 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551987