Optimal portfolio choice for higher-order risk averters
Year of publication: |
2022
|
---|---|
Authors: | Fang, Yi ; Post, Thierry |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 137.2022, p. 1-15
|
Subject: | Portfolio choice | Higher-order risk | Portfolio optimization | Linear programming | Active portfolio management | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk |
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