Optimal portfolio under state-dependent expected utility
Carole Bernard, Steven Vanduffel and Jiang Ye
| Year of publication: |
May 2018
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|---|---|
| Authors: | Bernard, Carole ; Vanduffel, Steven ; Ye, Jiang |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 3, p. 1-22
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| Subject: | Optimal portfolio choice | state-dependent utility | cost-efficiency | portfolio theory | expected utility theory | loss aversion | prospect theory | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory | Nutzen | Utility | Risikoaversion | Risk aversion | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011889433