Revisiting Portfolio Optimization : The Interplay of Partial Moments, Mean-Variance Analysis, and Prospect Theory
Year of publication: |
[2023]
|
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Authors: | Chow, Nikolai Sheung-Chi |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Prospect Theory | Prospect theory |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 23, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4457298 [DOI] |
Classification: | G11 - Portfolio Choice ; g40 |
Source: | ECONIS - Online Catalogue of the ZBW |
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