Relevance of maximum drawdown in the investment fund selection problem when utility is nonadditive
Daehwan Kim
| Year of publication: |
2011
|
|---|---|
| Authors: | Kim, Tae-hwan |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 16.2011, 3, p. 257-289
|
| Subject: | Erwartungsnutzen | Expected utility | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Operations Research | Operations research |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009500311