Portfolio selection in quantile decision models
Luciano de Castro, Antonio F. Galvao, Gabriel Montes-Rojas, Jose Olmo
| Year of publication: |
2022
|
|---|---|
| Authors: | Castro, Luciano I. de ; Galvao, Antonio F. ; Montes-Rojas, Gabriel ; Olmo, Jose |
| Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 2, p. 133-181
|
| Subject: | Optimal asset allocation | Portfolio theory | Quantile preferences | Risk attitude | Portfolio-Management | Portfolio selection | Risikopräferenz | Entscheidungstheorie | Decision theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-021-00405-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278978