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Optimal portfolio choice for higher-order risk averters
Yi Fang,
Thierry Post
Research output
:
Contribution to journal
›
Article
›
peer-review
10
Citations (Scopus)
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Keyphrases
Optimal Portfolio Selection
100%
Risk Averter
100%
Higher-order Risk
100%
Industry Level
33%
Abnormal Returns
33%
Skewness
33%
Kurtosis
33%
Risk Aversion
33%
Price Momentum
33%
Dominance Criteria
33%
Momentum Effect
33%
Portfolio Choice
33%
System of Linear Inequalities
33%
Risk Profile
33%
Dominance Degree
33%
Portfolio Optimization
33%
Investment Performance
33%
Industry Rotation
33%
Stochastic Dominance Constraints
33%
INIS
industry
100%
risks
100%
performance
33%
levels
33%
optimization
33%
investment
33%
constraints
33%
concentration
33%
prices
33%
stochastic processes
33%
rotation
33%
skewness
33%
kurtosis
33%
Economics, Econometrics and Finance
Industry
100%
Portfolio Choice
100%
Portfolio Selection
33%
Investors
33%
Skewness
33%
Price Level
33%
Kurtosis
33%