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BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION - MaRDI portal

BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (Q5854312)

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scientific article; zbMATH DE number 7323548
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English
BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION
scientific article; zbMATH DE number 7323548

    Statements

    title
    BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION (English)
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    author
    Marcos Escobar Anel
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    Andreas Lichtenstern
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    Rudi Zagst
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    publication date
    16 March 2021
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    zbMATH Keywords
    portfolio choice
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    behavioral finance
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    \(S\)-shaped utility function
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    HARA utility
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    probability distortion
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    Inada condition
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    cites work
    Q5618987
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    Q5844986
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    Q3096736
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    Identifiers

    zbMATH DE Number
    7323548
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    Wikidata QID
    Q115523129
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    OpenAlex ID
    W2914448910
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