Behavioral mean-risk portfolio selection in continuous time via quantile (Q6169385)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Behavioral mean-risk portfolio selection in continuous time via quantile |
scientific article; zbMATH DE number 7710574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behavioral mean-risk portfolio selection in continuous time via quantile |
scientific article; zbMATH DE number 7710574 |
Statements
Behavioral mean-risk portfolio selection in continuous time via quantile (English)
0 references
11 July 2023
0 references
probability distortion
0 references
mean-risk
0 references
portfolio selection
0 references
quantile approach
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
