Flexible distribution functions, higher-order preferences and optimal portfolio allocation
Trino-Manuel Ñíguez, Ivan Paya, David Peel and Javier Perote
| Year of publication: |
2019
|
|---|---|
| Authors: | Ñíguez, Trino-Manuel ; Payá, Ivan ; Peel, David ; Perote, Javier |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 4, p. 699-703
|
| Subject: | Decision analysis | Higher-order moments and preferences | Portfolio choice | Weighted generalized beta of the second kind | Portfolio-Management | Portfolio selection | CAPM | Präferenztheorie | Theory of preferences |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1550264 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194708