Risk preferences and loss aversion in portfolio optimization
Dietmar Maringer
| Year of publication: |
2008
|
|---|---|
| Authors: | Maringer, Dietmar G. |
| Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 27-45
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Heuristik | Heuristics | Nichtlineare Optimierung | Nonlinear programming | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003669427