Long-term dynamic asset allocation under asymmetric risk preferences
Vasileios E. Kontosakos, Soosung Hwang, Vasileios Kallinterakis, Athanasios A. Pantelous
| Year of publication: |
2024
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|---|---|
| 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
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| Subject: | Asset allocation | Asymmetric risk preferences | Decision analysis | Parameter uncertainty | Simulation study | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Risiko | Risk | Simulation | Theorie | Theory | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.07.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456327