Asset pricing under quantile utility maximization
Year of publication: |
2013
|
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Authors: | Giovannetti, Bruno |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 22.2013, 4, p. 169-179
|
Subject: | Asset prices | Downside risk | Quantile utility | Nutzen | Utility | Portfolio-Management | Portfolio selection | USA | United States | Theorie | Theory | CAPM | Risikomaß | Risk measure |
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