Portfolio choice in the model of expected utility with a safety-first component
Year of publication: |
2022
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Authors: | Jansen, Dennis W. ; Liu, Liqun |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 45.2022, 1, p. 187-207
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Subject: | Expected utility | Portfolio choice | Risk aversion | Safety first | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Risikoaversion | Nutzen | Utility | Risiko | Risk |
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