Towards the determination of utility preference from optimal portfolio selections
Year of publication: |
2001
|
---|---|
Authors: | Atkinson, Colin ; Mokkhavesa, Sutee |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 8.2001, 1, p. 1-26
|
Subject: | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Theorie | Theory |
-
Egozcue, MartÃn, (2014)
-
Seber, Akin, (2014)
-
Problem of multicurrency deposit diversification : three possible approaches to risk accounting
Zhukovskiy, Vladislav I., (2014)
- More ...
-
Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin, (2001)
-
Towards the determination of utility preference from optimal portfolio selections
Atkinson, Colin, (2001)
-
Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs
Atkinson, Colin, (2010)
- More ...