Investment decisions when utility depends on wealth and other attributes
Andrew Grant and Steve Satchell
| Year of publication: |
2020
|
|---|---|
| Authors: | Grant, Andrew ; Satchell, Stephen |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 20.2020, 3, p. 499-513
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| Subject: | Portfolio allocation | Certainty equivalence | Multivariate utility | Risk aversion | Theorie | Theory | Risikoaversion | Portfolio-Management | Portfolio selection | Nutzen | Utility | Nutzenfunktion | Utility function | Anlageverhalten | Behavioural finance | Vermögen | Wealth | Risiko | Risk | Erwartungsnutzen | Expected utility | Investitionsentscheidung | Investment decision |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1663903 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194904