Portfolio choice with skewness preference and wealth-dependent risk aversion

DOI10.1080/14697688.2019.1592214zbMath1429.91293OpenAlexW2949962840WikidataQ127711501 ScholiaQ127711501MaRDI QIDQ5212068

Congming Mu, Jinqiang Yang, Weidong Tian

Publication date: 24 January 2020

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

Full work available at URL: https://doi.org/10.1080/14697688.2019.1592214

zbMATH Keywords

time inconsistencydynamic asset allocationskewness seekingmean-variance-skewness preference

Mathematics Subject Classification ID

Portfolio theory (91G10)

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