Pessimistic portfolio allocation and choquet expected utility
Year of publication: |
2004 ; [Elektronische Ressource]
|
---|---|
Other Persons: | Bassett, Gilbert W. (contributor) ; Koenker, Roger (contributor) ; Kordas, Gregory (contributor) |
Institutions: | Centre for Microdata Methods and Practice <London> (contributor) |
Publisher: |
London : Centre for Microdata Methods and Practice |
Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility |
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