On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodička
| Year of publication: |
2023
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|---|---|
| Authors: | Gerrard, Russell ; Kyriakou, Ioannis ; Nielsen, Jens Perch ; Vodička, Peter |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 307.2023, 2 (1.6.), p. 948-962
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| Subject: | Investment analysis | Finance | Utility theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Hedging | Investitionsentscheidung | Investment decision | Finanzanalyse | Financial analysis | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2022.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335305