Portfolio optimization for wealth-dependent risk preferences (Q1958620)
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scientific article; zbMATH DE number 5795196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization for wealth-dependent risk preferences |
scientific article; zbMATH DE number 5795196 |
Statements
Portfolio optimization for wealth-dependent risk preferences (English)
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4 October 2010
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investor
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risk-averse
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risk-seeking
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portfolio
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nonconvex optimization
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0.91529256
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0.90498215
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0.90115047
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0.9002642
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0.90009403
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