Risk preferences and loss aversion in portfolio optimization
Year of publication: |
2008
|
---|---|
Authors: | Maringer, Dietmar G. |
Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 27-45
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Heuristik | Heuristics | Nichtlineare Optimierung | Nonlinear programming | Theorie | Theory |
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