Behavioral portfolio choice under hyperbolic absolute risk aversion
Marcos Escobar-Anel, Andreas Lichtenstern and Rudi Zagst
| Year of publication: |
2020
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|---|---|
| Authors: | Escobar, Marcos ; Lichtenstern, Andreas ; Zagst, Rudi |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 23.2020, 7, p. 1-33
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| Subject: | Portfolio choice | behavioral finance | S-shaped utility function | HARA utility | probability distortion | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory | Risikoaversion | Risk aversion | Nutzen | Utility | Erwartungsnutzen | Expected utility | Verhaltensökonomik | Behavioral economics | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024920500454 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496902