Portfolio Selection in Quantile Decision Models
Year of publication: |
2020
|
---|---|
Authors: | de Castro, Luciano I. |
Other Persons: | Galvao, Antonio F. (contributor) ; Montes-Rojas, Gabriel (contributor) ; Olmo, Jose (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Entscheidungstheorie | Decision theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (62 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3494601 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Simplified mean-variance portfolio optimisation
Fontana, Claudio, (2012)
-
Decision-based forecast evaluation of UK interest rate predictability
Hall, Stephen G., (2010)
-
Naïve Buying Diversification and Narrow Framing by Individual Investors
Gathergood, John, (2020)
- More ...
-
de Castro, Luciano I., (2021)
-
Joint-Elicitation of Elasticity of Intertemporal Substitution, Risk and Time Preferences
de Castro, Luciano I., (2021)
-
On the Generalized Expected Discounted Utility Model
de Castro, Luciano I., (2021)
- More ...