Do recent stochastic tools help to better understand investors' preference and asset allocation?
Maria-Lenuţa Ciupac-Ulici; Mircea-Cristian Gherman; Anissa Chaibi; Christophe Rault
| Year of publication: |
2014
|
|---|---|
| Authors: | Ciupac-Ulici, Maria-Lenuţa ; Gherman, Mircea-Cristian ; Chaibi, Anissa ; Rault, Christophe |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 30.2014, 5, p. 1449-1456
|
| Subject: | Stochastic Dominance | Utility Function | Risk Aversion | Empirical Distributions | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Risiko | Risk | Präferenztheorie | Theory of preferences |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010470517