Learning risk preferences from investment portfolios using inverse optimization

Shi Yu, Haoran Wang, Chaosheng Dong

Year of publication:	2023
Authors:	Yu, Shi ; Wang, Haoran ; Dong, Chaosheng
Published in:	Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-17
Subject:	Portfolio optimization \| Inverse optimization \| Mutual funds \| Risk preference \| Portfolio-Management \| Portfolio selection \| Risikopräferenz \| Risk attitude \| Investmentfonds \| Investment Fund \| Theorie \| Theory \| Anlageverhalten \| Behavioural finance

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