Investment decisions when utility depends on wealth and other attributes

DOI10.1080/14697688.2019.1663903zbMath1466.91286OpenAlexW2982643640MaRDI QIDQ4991037

Andrew J. Grant, Steve Satchell

Publication date: 2 June 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/2123/27141

zbMATH Keywords

risk aversioncertainty equivalenceportfolio allocationmultivariate utility

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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