Revealed preferences for portfolio selection - does skewness matter?
Merrill W. Liechty and Ümit Sağlam
| Year of publication: |
September 2017
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|---|---|
| Authors: | Liechty, Merrill W. ; Sağlam, Ümit |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 13/15, p. 968-971
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| Subject: | revealed preferences | mean-variance classical portfolio | mean-variance-skewness optimal portfolio | Portfolio-Management | Portfolio selection | Offenbarte Präferenzen | Revealed preferences | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1243207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715170