Flexible distribution functions, higher-order preferences and optimal portfolio allocation
Year of publication: |
2019
|
---|---|
Authors: | Ñíguez, Trino-Manuel ; Payá, Ivan ; Peel, David ; Perote, Javier |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 4, p. 699-703
|
Subject: | Decision analysis | Higher-order moments and preferences | Portfolio choice | Weighted generalized beta of the second kind | Portfolio-Management | Portfolio selection | Präferenztheorie | Theory of preferences | CAPM |
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