A portfolio return definition coherent with the investors' preferences
Year of publication: |
July 2017
|
---|---|
Authors: | Ortobelli Lozza, Sergio ; Petronio, Filomena ; Lando, Tommaso |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 28.2017, 3, p. 451-466
|
Subject: | conditional expected value | investors' preferences | performance measures | portfolio selection | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | CAPM | Präferenztheorie | Theory of preferences |
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