The mean-variance rule for investors with reverse S-shaped utility
Year of publication: |
2023
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Authors: | Wong, Wing Keung ; Yeung, David W. K. ; Lu, Richard |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 1, Art.-No. 2250030, p. 1-16
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Subject: | expected-utility maximization | investment behaviors | investors with reverse S-shaped utility | risk aversion | risk-seeking | Stochastic dominance | the mean-variance rules | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Erwartungsnutzen | Expected utility |
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