Long-term dynamic asset allocation under asymmetric risk preferences
Year of publication: |
2024
|
---|---|
Authors: | Kontosakos, Vasileios E. ; Hwang, Soosung ; Kallinterakis, Vasileios Bill ; Pantelous, Athanasios A. |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 312.2024, 2 (16.1.), p. 765-782
|
Subject: | Asset allocation | Asymmetric risk preferences | Decision analysis | Parameter uncertainty | Simulation study | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Risiko | Risk | Theorie | Theory | Simulation | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion |
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