Mean-variance investing with factor tilting
Year of publication: |
2023
|
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Authors: | Boido, Claudio ; Fasano, Antonio |
Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 25.2023, 2, Art.-No. 8, p. 1-8
|
Subject: | Asset allocation | Behavioural risk aversion | Factor investing | Portfolio optimisation | Utility functions | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | CAPM | Kapitalanlage | Financial investment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1057/s41283-022-00113-x [DOI] |
Classification: | G11 - Portfolio Choice ; g40 |
Source: | ECONIS - Online Catalogue of the ZBW |
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