Expected return : expected loss approach to optimal portfolio investment
Year of publication: |
2023
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Authors: | Blavatskyy, Pavlo |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-7187, ZDB-ID 1478916-4. - Vol. 94.2023, 1, p. 63-81
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Subject: | Decision theory | Equity premium puzzle | Expected loss | First-order stochastic dominance | Portfolio investment | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsbildung | Expectation formation | CAPM | Kapitaleinkommen | Capital income | Portfolio-Investition | Foreign portfolio investment | Risikoprämie | Risk premium |
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