Investment decisions when utility depends on wealth and other attributes
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
|
Subject: | Portfolio allocation | Certainty equivalence | Multivariate utility | Risk aversion | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Nutzen | Utility | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Anlageverhalten | Behavioural finance | Risiko | Risk | Vermögen | Wealth |
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