Optimal Portfolio Selection With VaR and Portfolio Insurance Constraints Under Rank-Dependent Expected Utility Theory
Year of publication: |
[2021]
|
---|---|
Authors: | Mi, Hui ; Xu, Zuo Quan |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 5, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3880289 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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