Mean–semivariance portfolio selection under probability distortion (Q5410798)
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scientific article; zbMATH DE number 6286594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean–semivariance portfolio selection under probability distortion |
scientific article; zbMATH DE number 6286594 |
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Mean–semivariance portfolio selection under probability distortion (English)
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17 April 2014
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probability distortion
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mean-semivariance
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portfolio selection
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Choquet integral
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quantile formulation
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