Multivariate risk aversion utility, application to ESG investments
Marcos Escobar-Anel
| Year of publication: |
2022
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|---|---|
| Authors: | Escobar, Marcos |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-8
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| Subject: | Expected Utility Theory | HJB equation | Multi-attributive utility | Multiple risk-aversion levels | Multivariate utility | Optimal control | Risikoaversion | Risk aversion | Nutzen | Utility | Erwartungsnutzen | Expected utility | Nutzentheorie | Utility theory | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101790 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014225740