Portfolio choice and investor preferences : a semi-parametric approach based on risk horizon
by Georges Hübner and Thomas Lejeune
| Year of publication: |
2015
|
|---|---|
| Authors: | Hübner, Georges ; Lejeune, Thomas |
| Publisher: |
Brussels : National Bank of Belgium |
| Subject: | Portfolio-Management | Portfolio selection | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Nutzenfunktion | Utility function |
| Extent: | 48 p. graph. Darst. |
|---|---|
| Series: | Working paper / National Bank of Belgium. - Brussels, ISSN 1375-680X, ZDB-ID 2149095-8. - Vol. 289 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Parallel als Online-Ausg. erschienen |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011373661