On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility
Aleš Černý; Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini
| Year of publication: |
2012
|
|---|---|
| Authors: | Černý, Aleš ; Maccheroni, Fabio ; Marinacci, Massimo ; Rustichini, Aldo |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 48.2012, 6, p. 386-395
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Nutzenfunktion | Utility function | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009689445