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A ranking approach for robust portfolio decision analysis based on multilinear portfolio utility functions and incomplete preference information

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Semiparametric dynamic portfolio choice with multiple conditioning variables

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A logarithmic goal programming approach to develop the utility function for a railway travel

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Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"

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A test for weakly separable preferences

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Problem of multicurrency deposit diversification : three possible approaches to risk accounting

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Do recent stochastic tools help to better understand investors' preference and asset allocation?

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Semiparametric dynamic portfolio choice with multiple conditioning variables

Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zu-di - 2015

Dynamic portfolio choice has been a central and essential objective for institutional investors in active asset management. In this paper, we study the dynamic portfolio choice depending on multiple conditioning variables, where the number of the conditioning variables can be either fixed or...

Persistent link: https://www.econbiz.de/10010481119

Real time investments with adequate portfolio theory

Kvietkauskieṅe, Alina - In: Entrepreneurial business and economics review : EBER 2 (2014) 4, pp. 85-100

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