Portfolio choice and investor preferences: A semi-parametric approach based on risk horizon
Year of publication: |
2015
|
---|---|
Authors: | Hübner, Georges ; Lejeune, Thomas |
Publisher: |
Brussels : National Bank of Belgium |
Subject: | Portfolio-Management | Risiko-Ertrags-Verhältnis | Nutzenfunktion | Portfolio choice | risk-return trade-off | horizon |
Series: | NBB Working Paper ; 289 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877613567 [GVK] hdl:10419/144501 [Handle] RePEc:nbb:reswpp:201510-289 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C14 - Semiparametric and Nonparametric Methods |
Source: |
-
Portfolio choice and investor preferences : a semi-parametric approach based on risk horizon
Hübner, Georges, (2015)
-
Portfolio management and performance of deposit money banks (DMBs) in Nigeria : 1990-2020
Fajinmi, Christiana, (2023)
-
Recursive portfolio selection with decision trees
Andriyashin, Anton, (2008)
- More ...
-
Portfolio choice and investor preferences : a semi-parametric approach based on risk horizon
Hübner, Georges, (2015)
-
Risk Horizon and Expected Market Returns
Hübner, Georges, (2013)
-
Mental accounts with horizon and asymmetry preferences
Hübner, Georges, (2021)
- More ...