Optimal portfolio for a highly risk-averse investor : a differential game interpretation
Year of publication: |
2012
|
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Authors: | Kaise, Hidehiro ; Sekine, Jun |
Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 3.2012, 3, p. 211-222
|
Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Spieltheorie | Game theory | Anlageverhalten | Behavioural finance |
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