Additive portfolio improvement and utility-efficient payoffs
Year of publication: |
March 2017
|
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Authors: | Kassberger, Stefan ; Liebmann, Thomas |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 11.2017, 2, p. 241-262
|
Subject: | Payoff improvement | Additive | Conditional expectation | Uniform preferences | Robust savage utility | Statistical arbitrage | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzen | Utility | Erwartungsnutzen | Expected utility |
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