Portfolio choice with skewness preference and wealth-dependent risk aversion
Congming Mu, Weidong Tian and Jinqiang Yang
| Year of publication: |
2019
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|---|---|
| Authors: | Mu, Congming ; Tian, Weidong ; Yang, Jinqiang |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 11, p. 1905-1919
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| Subject: | Dynamic asset allocation | Mean-variance-skewness preference | Skewness seeking | Time inconsistency | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Präferenztheorie | Theory of preferences | Zeitkonsistenz | Time consistency | Risikopräferenz | Risk attitude | Intertemporale Entscheidung | Intertemporal choice |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1592214 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015123059