Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation

Trino-Manuel Ñíguez, Ivan Paya, David Peel and Javier Perote

Year of publication:	2015
Authors:	Ñíguez, Trino-Manuel ; Payá, Ivan ; Peel, David ; Perote, Javier
Publisher:	Madrid : Banco de España
Subject:	decision analysis \| risk management \| higher-order moments and preferences \| portfolio choice \| weighted generalized beta two distribution \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risikoaversion \| Risk aversion \| Risikopräferenz \| Risk attitude \| Risiko \| Risk \| CAPM \| Risikomanagement \| Risk management \| Entscheidung unter Risiko \| Decision under risk

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