Portfolio optimization for wealth-dependent risk preferences
Luis Miguel Rios; Nikolaos V. Sahinidis
| Year of publication: |
2010
|
|---|---|
| Authors: | Rios, Luis Miguel ; Sahinidis, Nikolaos V. |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 177.2010, p. 63-90
|
| Subject: | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003983921