Rank-Dependent Utility and Risk Taking in Complete Markets (Q5266359)
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scientific article; zbMATH DE number 6725623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-Dependent Utility and Risk Taking in Complete Markets |
scientific article; zbMATH DE number 6725623 |
Statements
Rank-Dependent Utility and Risk Taking in Complete Markets (English)
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2 June 2017
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rank-dependent utility
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portfolio selection
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risk aversion
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complete markets
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less risky terminal wealth
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optimal stock holding
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