Portfolio selection in quantile decision models
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 |
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