Optimal portfolio for a highly risk-averse investor : a differential game interpretation
Hidehiro Kaise and Jun Sekine
| Year of publication: |
2012
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|---|---|
| Authors: | Kaise, Hidehiro ; Sekine, Jun |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 3.2012, 3, p. 211-222
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| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Spieltheorie | Game theory | Anlageverhalten | Behavioural finance |
| 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/10009655727