Objective comparisons of the optimal portfolios corresponding to different utility functions
Bosco Wing-Tong Yu; Wan Kai Pang; Marvin D. Troutt; Shui Hung Hou
| Year of publication: |
2009
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|---|---|
| Authors: | Yu, Bosco Wing-Tong ; Pang, Wan Kai ; Troutt, Marvin D. ; Shui Hung Hou |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 199.2009, 2 (1.12.), p. 604-610
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| Subject: | Theorie | Theory | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003867349