Optimal privatization portfolios in the presence of arbitrary risk aversion
George Christodoulakis, Abdulkadir Mohamed, Nikolas Topaloglou
| Year of publication: |
16 March 2018
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| Authors: | Christodoulakis, George A. ; Mohamed, Abdulkadir ; Topaloglou, Nikolas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 265.2018, 3 (16.3.), p. 1172-1191
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| Subject: | (B) Finance | Portfolio | Privatization | Stochastic dominance | Investment style | Portfolio-Management | Portfolio selection | Theorie | Theory | Privatisierung | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility | Kapitalanlage | Financial investment |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2017.09.045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011778940