Sustainable risk preferences on asset allocation : a higher order optimal portfolio study
Antonio Díaz, Ana Escribano, Carlos Esparcia
| Year of publication: |
2024
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|---|---|
| Authors: | Díaz Pérez, Antonio ; Escribano, Ana ; Esparcia, Carlos |
| Published in: |
Journal of behavioral and experimental finance. - Amsterdam [u.a.] : Elsevier, ISSN 2214-6369, ZDB-ID 2758721-6. - Vol. 41.2024, Art.-No. 100887, p. 1-15
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| Subject: | Risk aversion | Utility function | Sustainability | Portfolio choice | 4th order moments | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Nutzenfunktion | Risikopräferenz | Risk attitude |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbef.2024.100887 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014526480