The mean-variance rule for investors with reverse S-shaped utility
Wing-Keung Wong, David Yeung, Richard Lu
| Year of publication: |
2023
|
|---|---|
| Authors: | Wong, Wing Keung ; Yeung, David W. K. ; Lu, Richard |
| Subject: | expected-utility maximization | investment behaviors | investors with reverse S-shaped utility | risk aversion | risk-seeking | Stochastic dominance | the mean-variance rules | Portfolio-Management | Portfolio selection | Theorie | Theory | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Nutzen | Utility | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222500300 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014442384