Experiments on portfolio selection : a comparison between quantile preferences and expected utility decision models
Luciano de Castro, Antonio F. Galvao, Jeong Yeol Kim, Gabriel Montes-Rojas, Jose Olmo
| Year of publication: |
2022
|
|---|---|
| Authors: | Castro, Luciano I. de ; Galvão Júnior, Antônio Fialho ; Kim, Jeong Yeol ; Montes-Rojas, Gabriel ; Olmo, Jose |
| Published in: |
Journal of behavioral and experimental economics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 2769607-8. - Vol. 97.2022, p. 1-13
|
| Subject: | Optimal asset allocation | Portfolio theory | Predictive ability tests | Quantile preferences | Risk attitude | Theorie | Theory | Portfolio-Management | Portfolio selection | Experiment | Erwartungsnutzen | Expected utility | Risikopräferenz |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.socec.2021.101822 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013398010