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The mean-variance rule for investors with reverse S-shaped utility
Wong, Wing Keung; Yeung, David W. K.; Lu, Richard - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442384
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The willingness to pay for diversification
Mahmoud, Ola - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 6235-6249
Persistent link: https://www.econbiz.de/10013372959
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What is an optimal allocation in Hong Kong stock, real estate, and money markets : an individual asset, efficient frontier portfolios, or a naïve portfolio? : is this a new financi...
Lv, Zhihui; Tsang, Chun Kei; Wagner, Niklas F.; Wong, … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 5, pp. 1554-1571
Persistent link: https://www.econbiz.de/10014289728
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Optimal security design for risk-averse investors
Gershkov, Alex; Moldovanu, Benny; Strack, Philipp; … - 2024
We use the tools of mechanism design, combined with the theory of risk measures, to analyze how a cash constrained …
Persistent link: https://www.econbiz.de/10014578314
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Analyzing the influence of risk models and investor risk-aversion disparity on portfolio selection in community solar projects : a comparative case study
Shakouri, Mahmoud; Nnaji, Chukwuma; Banihashemi, Saeed; … - In: Risks : open access journal 12 (2024) 5, pp. 1-16
statistical model based on modern portfolio theory was employed to simulate investors' risk aversion in the context of community …
Persistent link: https://www.econbiz.de/10014636606
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Optimal investment for executive stockholders with exponential utility
Desmettre, Sascha - 2010
Persistent link: https://www.econbiz.de/10009688316
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Minimax : portfolio choice based on pessimistic decision making
Schaarschmidt, Steffen; Schanbacher, Peter - In: International journal of economics and finance 6 (2014) 8, pp. 23-40
Persistent link: https://www.econbiz.de/10010399353
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Ein Paradox der Portfoliotheorie und vermögensabhängige Nutzenfunktionen : mikroökonomische Fundierung
Löffler, Andreas - 2001 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001591597
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Downside-orientiertes Portfoliomanagement
Reichling, Peter - 2017
Einführung -- Downside-Risiko-Kriterien -- Downside-minimale Portfolios -- Downside-Restriktionen -- Downside-Effizienz -- Downside-orientierte Bewertung -- Downside-orientierte Portfolioabsicherung -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014019581