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Portfolio choice with skewness preference and wealth-dependent risk aversion - MaRDI portal

Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068)

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scientific article; zbMATH DE number 7157435
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English
Portfolio choice with skewness preference and wealth-dependent risk aversion
scientific article; zbMATH DE number 7157435

    Statements

    title
    Portfolio choice with skewness preference and wealth-dependent risk aversion (English)
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    author
    Congming Mu
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    Weidong Tian
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    Jinqiang Yang
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    publication date
    24 January 2020
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    zbMATH Keywords
    dynamic asset allocation
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    mean-variance-skewness preference
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    time inconsistency
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    skewness seeking
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    Identifiers

    zbMATH DE Number
    7157435
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    OpenAlex ID
    W2949962840
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    Wikidata QID
    Q127711501
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