Expected return : expected loss approach to optimal portfolio investment
Pavlo Blavatskyy
| Year of publication: |
2023
|
|---|---|
| Authors: | Blavatskyy, Pavlo |
| Subject: | Decision theory | Equity premium puzzle | Expected loss | First-order stochastic dominance | Portfolio investment | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | Portfolio-Investition | Foreign portfolio investment | CAPM | Kapitaleinkommen | Capital income | Equity-Premium-Puzzle | Entscheidungstheorie | Risikoaversion | Risk aversion | Risikoprämie | Risk premium | Verlust | Loss |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11238-022-09870-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549126