Showing 1 - 10 of 44
Persistent link: https://www.econbiz.de/10000776881
Persistent link: https://www.econbiz.de/10003763398
Persistent link: https://www.econbiz.de/10008663521
Persistent link: https://www.econbiz.de/10008664091
Persistent link: https://www.econbiz.de/10003382612
Persistent link: https://www.econbiz.de/10009754909
Persistent link: https://www.econbiz.de/10010468411
Portfolio choice is usually modelled by von Neumann-Morgenstern utility. Risk-value models are more general and permit … the derivation of risk-value efficient frontiers. A behaviorally based risk measure with an endogenous or exogenous … benchmark is used to derive efficient portfolios and to analyse the implied equilibrium asset pricing. In risk-value models a …
Persistent link: https://www.econbiz.de/10009675747
Persistent link: https://www.econbiz.de/10002046155
Persistent link: https://www.econbiz.de/10001523176