Behavioral mean-risk portfolio selection in continuous time via quantile

DOI10.1080/03610926.2021.1990955OpenAlexW3206012417MaRDI QIDQ6169385

Jun-na Bi, Danping Li

Publication date: 11 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1990955

zbMATH Keywords

portfolio selectionmean-riskprobability distortionquantile approach

Mathematics Subject Classification ID

Cites Work

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