A Sensitivity Analysis of the Long-Term Expected Utility of Optimal Portfolios
Year of publication: |
2019
|
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Authors: | Park, Hyungbin |
Other Persons: | Sturm, Stephan (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Sensitivitätsanalyse | Sensitivity analysis | Risikoaversion | Risk aversion |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 10, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3401532 [DOI] |
Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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